Copy file from URL to Azure BLOB
Try looking at CloudBlockBlob.StartCopyFromBlob that takes a URI if you are using the .NET client library.
string accountName = "accountname";string accountKey = "key";string newFileName = "newfile2.png";string destinationContainer = "destinationcontainer";string sourceUrl = "http://www.site.com/docs/doc1.xls";CloudStorageAccount csa = new CloudStorageAccount(new StorageCredentials(accountName, accountKey), true);CloudBlobClient blobClient = csa.CreateCloudBlobClient();var blobContainer = blobClient.GetContainerReference(destinationContainer);blobContainer.CreateIfNotExists();var newBlockBlob = blobContainer.GetBlockBlobReference(newFileName);newBlockBlob.StartCopyFromBlob(new Uri(sourceUrl), null, null, null);Gaurav posted about this when it first came out. Handy, and his post shows how to watch for completion since the operation is Async.