+1 to David Answer!!
Adding more, most of cloud services providers knows that it could a principle requirement for any customer who choose a cloud service to know first where there data is located and how it is replicated to for retrieval purpose.
Windows Azure guarantees that your data will stay within the geographic location which you setup for your Azure Storage and/or with SQL Azure. With Azure Storage, data in same storage is replicated the other data canter in the same geo location, unless you have enabled CDN service with your Azure Storage. With SQL Azure your data is still stored in same Geo location where you have created your main database, unless you are created multiple databases on other Geo location and using Database Sync.
Look here for Amazon S3 about their S3 data storage locations.