Azure CDN is Microsoft’s global content delivery network. It has a set of local nodes around the world that provide faster local access to content around the world. Azure CDN has supported content delivery of blob storage content (e.g. files) and Azure Web Sites.
Microsoft has just announced that Azure CDN will now support integration with Azure Media Services. The CDN acts as a local cache for your video content as it is streamed to your audience around the world. By moving content close to the user, performance and reliability of your streaming content is improved.