Windows Azure Data Center located in below Regions.
  • North America
    • North-central US - Chicago, IL
    • South-central US - San Antonio, TX
    • West US - California
    • East US - Virginia
  • Asia
    • East Asia - Hong Kong, China
    • South East Asia - Singapore
  • Europe
    • North Europe - Dublin, Ireland
    • West Europe - Amsterdam, Netherlands

Source: http://en.wikipedia.org/wiki/Windows_Azure#Datacenters