A series of short videos covering Windows Azure, Azure Service Bus and SQL Azure can be found at:
http://msdn.microsoft.com/en-gb/windowsazure/ff798080.aspx
The videos duration ranges from 6 minutes to 75 minutes in length.
For videos in this series covering Azure AppFabric -
Get started with Azure Service Bus (24 minutes in length) covers signing up, creating projects, namespaces and service remoting via the service bus environment.
http://msdn.microsoft.com/en-gb/windowsazure/ff181517.aspx
Get started with Access Control Services (26 mins) covers authentication and authorization of WCF web services in the cloud.
http://msdn.microsoft.com/en-gb/windowsazure/ee943797.aspx
Create and use a service bus message buffer (22 mins) covers sending and receiving (simple text based and complex custom types) messages using a cloud message queuing system.
http://msdn.microsoft.com/en-gb/windowsazure/ee943810.aspx
