In this screencast, I show you how to run a SQL Server Reporting Services 2008 report in Windows Azure using the ReportViewer control that ships with Visual Studio 2010. As an added bonus, I demonstrate using ReportViewer against an OData service through the use of WCF Data Services client libraries and the ObjectDataSource.
Direct link to Ch. 9 post:
https://channel9.msdn.com/posts/keydet/Running-Reporting-Services-Reports-in-Windows-Azure/