How do I set up Azure Sql Server to have multiple instances? We are setting up a new SAAS application on Azure and while we have used Azure before, not at this level of multiple apps, etc. 

We plan to have both a web app and a cloud app in both a US and EU data center. They need to hit a common database because requests will go to the closest data center via traffic manager and a lot of the data works off of the customer table. And a customer (company) can have users in both the U.S. and E.U.

Is there a way to set up Azure Sql Server so it has instances in both data centers, and Azure keeps them synchronized? If I understand sharding right, that is not what we need as someone hitting either data center could be requesting any of the data in the DB.

thanks - dave
There is a feature in Preview called SQL Data Sync, which can sync content between an on-prem SQL Server database and an Azure database.  However being in preview means you can't use it in production, and it does look to have been in preview for some time.  Register your interest,  try it out, this lets them know people might want to use the product.

Windows Azure SQL Database does not support replication so otherwise you're looking at a 'roll-your-own' type option at the moment.