Integration with Active Directory (AD) is a key selling point for Microsoft's Windows Azure cloud service, but managing multiple AD instances hasn't really been an option. The latest Azure updates introduce the ability to easily create new AD instances directly from the Azure console.
As well as allowing the creation of new directories, you can rename existing directories and add users from an existing directory to new ones -- handy if you want to give someone the ability to test an app without requiring a separate sign-in. Hit the Active Directory Team blog post for a detailed walkthrough of the new options.
Creating and Managing Multiple Windows Azure Active Directories [Active Directory Team Blog]