A new whitepaper on how to connect to Windows Azure hosted applications using Active Directory has been published in December 2010.

The two major building blocks are WIF & ADFS.

I did cover this topic in a series of blog last summer.  Now you have a nicely packaged whitepaper explaining it!

Also, Microsoft has published a series of how-to guides on ADFS 2.0.

Federating identity has never been easier!