When configured my website on windows azure, I chose Est of USA for the Web site, and North Europe for database.
As you can guess, the performances are very bad, most of my users are in Europe. Looking on msdn, they said it is not possible to change database of location.
So how can I change the location of my web site?
You need to redeploy your website code to a new Web Site, located in Europe. If you're using git, this should be as simple as setting up a new remote location to the new Web Site and re-doing a push.
In the future: Always deploy website + database in the same datacenter. This avoids performance latency as well as data egress costs out of the data center.
来源：https://stackoverflow.com/questions/15312781/how-can-i-modify-the-location-of-my-web-site-in-windows-azure