Microsoft has made available the Windows Azure Training Kit
The Windows Azure Training Kit includes hands-on labs, presentations, and samples to help you understand how to build applications that use Windows Azure.
Hands-on labs are sets of step-by-step guides that are designed to help you learn how to use key Windows Azure services and features. Each Lab provides instructions to guide you through the process of developing a complete application. The cool thing is that you can contribute to any of these hands-on labs by forking their repositories on GitHub and make changes to the content. Once you've made your changes, share them back with the community by sending a pull request.
Demos are sets of step-by-step guides that are designed to demonstrate how to use key Windows Azure services and features.
Presentations are a set of resources you can use for learning Windows Azure capabilities or to present Windows Azure features to an audience at a conference.
You can get all the goodies here: http://windowsazure-trainingkit.github.com/index.htm