Azure SQL Database in different locations I'm deploying a Sitecore website using Azure and Azure SQL, and one of the requirements is to have some of the databases in different Azure Regions but sharing the same data among the other databases.

For example:
1. Web database will be in East US and West US
2. Sitecore website also in East US and West US
3. Website from East US will point to East database, and Website from West US will point to West database
4. Databases must be in sync (some lag is acceptable)

I had a look into Azure SQL Data Sync but looks like it is in preview mode, and I was wondering if Azure SQL has another feature to address. Despite the fact Azure SQL will be in place, I'd also wondering if on-premises SQL have anything similar?
Based on your scenario Data Sync is the best fit. It's the only Azure PaaS solution for Data Synchronizaion.

Transactional replication is supported for on-premise to Azure. If sync in this direction is enough for you, you can use replication. See Transactional Replication to Azure SQL DB now in public preview