Sql Azure allows to copy databases both within one instance and across multiple instances using the syntax:
create database as copy of
It is possible to query the copy status by checking the sys.databases table:
select name, state, state_desc from sys.databases
However, this returns only a very crude status (copying vs online). I would like to be able to display a detailed progress report (such as how much data was copied so far). However, it does not seem to be possible to connect to the new database to get this data until it becomes fully online. Is there anything in the master database I could use for more granular information?
You need the sys.dm_database_copies view
http://msdn.microsoft.com/en-us/library/windowsazure/ff951634.aspx
This returns detailed information about the progress of your database copies.
Another thing to watch for is that you can only be creating a single replica at any one time. i.e. given DB1 you canot create DB2 and DB3 simultaneously as copies. Need to wait for DB2 to finish first. This fails and does so silently which can be very confusing.