Windows Azure CDN caches your Windows Azure blobs at strategically placed locations to provide maximum bandwidth for delivering your content to users. You can enable CDN delivery for any storage account via the Windows Azure Developer Portal. The CDN provides edge delivery only to blobs that are in public blob containers, which are available for anonymous access. Windows Azure CDN has 18 locations globally (United States, Europe, Asia, Australia and South America) and continues to expand.

The benefit of using a CDN is better performance and user experience for users who are farther from the source of the content stored in the Windows Azure Blob service. In addition, Windows Azure CDN provides worldwide high-bandwidth access to serve content for popular events.

Current CDN locations in US.

For more details please refer to the link.

 http://blogs.msdn.com/windowsazure/archive/2009/11/05/introducing-the-windows-azure-content-delivery-network.aspx

Sarang