SQL Server Azure, fully relational cloud database solution, is new possibility of the database administration and maintenance. I'm not going in deep to explain what about SQL Server Azure, the location where you can introduce and learn more is here & here.
In this post you will see the SQL Server Azure features limitations, including also some features from SQL Server 2005:
SQL Server 2008 features that are not supported by SQL Azure are:
SQL Server 2005 features that are not supported by SQL Azure are:
Other SQL Server features that are not supported by SQL Azure are:
For complete list and more details check here.
As you can see many of the features are not supported till today, but in the near future I think that they will be integrated and all of these things will be able to use same way as in SQL Server.