What is the best way to create a database diagram for SQL Azure without having to install SQL Server? I have a database on SQL Azure and want to create a database diagram for that, but don't want to have to install SQL server and copy the database etc.  Is there any way that I can do it that anyone knows of?
UPDATE: The database diagrams were added back into SSMS 18.1(link)

UPDATE: the database diagram feature 


  Deprecated and removed features in 18.0 (GA)
  ...
  Database Diagrams
  https://docs.microsoft.com/en-us/sql/ssms/release-notes-ssms


The feature was also removed from Visual Studio 2019 SSDT.

Original Answer

The latest version of SSMS (as of v16) supports creating database diagrams for Azure SQL databases. You can download it here:

https://msdn.microsoft.com/en-us/library/mt238290.aspx