I'm struggling to get OpenID working on a Windows Azure application. I'm currently using DotNetOpenAuth (used to be DotNetOpenID) and first I had a problem with the relay step since Azure uses port 20000 internally and that was getting passed back and forth. I found a workaround for this (I'll write a blog post for it).
Next issue is when running the app on a web farm (multiple instances), you'll need to write your own "custom store" for DotNetOpenAuth and save data in a database. This is a pain to write.
There's got to be an easier way. One of the Azure Services perhaps? Has anyone successfully ran a web app that authenticates with OpenID up and running on Azure? What's the best or recommended way?