Windows Azure is build on the fact that services and applications will never be unavailable by hardware failures. The Windows Azure platform made self healing. Your website runs on a server, in case the physical hardware should break down, the platform will move your website to another server. Also possible with virtual machines and Cloud Services if you have al least two instances of your service.
Many think this a great feature of the platform, but they are worried about the failures made by users. How could the platform help us with that? I am not trying to start a discussion about backups and our service oriented systems, because of the connected services a partial backup/restore is not an easy job.
On the Windows Azure platform there is now a possibility to export a DACPAC of a SQL Database. This DACPAC will be stored on Storage. More info on this blogpost http://blog.marcelmeijer.net/2011/09/15/sql-azure-dacpac-import-en-export-data
Great feature, but can we make this periodical. With Mobile Services there is Scheduler on the platform, but you have to script it yourself.
Now there is a new preview function available for SQL databases. The exports of a database can be automated.
After adding the different data for the automation process. You are good to go.
This way without human interference a periodic export is possible. These exports will be stored on Storage too. And restoring data from such an export, can be done too.
There are possibilities For Virtual Machines too, later more on that.
Again a great feature to the platform.