whole disk encryption
the ability to have an HSM solution outside Azure while securing at the disk level - all resources and including databases.

Thanks for the feedback. We just announced partnerships with Trend Micro to enable some encryption solution. This may meet your needs.
1 comment
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Devendra Tiwari commented
Glenn - The Azure disk encryption is announced for public preview availability. Check out the blog post at http://blogs.msdn.com/b/azuresecurity/archive/2015/11/16/azure-disk-encryption-for-linux-and-windows-virtual-machines-public-preview.aspx