If you have attended MIX 2009, you may already know that with Windows Azure Tools and SDK March 2009 CTP it is now possible to bring native C/C++ code onto the Azure Services cloud. If you are like me who was not at MIX 2009, you may find a compilation of links to interesting videos in this post. In addition, Cloud computing team has several posts on their blog that outlines this new CTP and answers basic questions around VS tools support for Azure services. Jim Nakashima has posted a detailed walkthrough for integrating native code into Web or Worker Roles. However at this point, you still have to use P/Invoke to integrate your native code with managed code that implements the rest of web and worker roles. But I think it should be possible to completely skip P/Invoke if you use Windows Web Services API and this is something I am planning to investigate in coming weeks.