Querying Multiple databases on Azure SQL

Does anybody know if there is a way to query multiple Azure sql databases in a query?
I have tested the query on a standard sql server I have setup here and that works fine.
I believe Azure does not support cross database queries and you have to do an elastic database query.  Any ideas how this works?
This topic first appeared in the Spiceworks Community

Hello. We currently have a database cluster that has a WSUS database on it.  We wanted to setup another WSUS server in our environment, is this possible?  I have read some posts saying that there was a 1 to 1 for WSUS DB to SQL Instance
but those were from 2008 and 2011 and I am wondering if it is possible today.  If not, what would be the recommendation?  Another SQL Instance or just use the Windows Internal Database. 
There is still a limitation of 1 WSUS to 1 SQL Instance, because the database name is hardcoded to SUSDB. To use multiple WSUS servers on that same cluster will require the installation of an additional instance.
If that additional server is destined to be a downstream server, though, I would recommend just using the native Windows Internal Database on the local system.
Lawrence Garvin, M.S., MCSA, MCITP:EA, MCDBA
SolarWinds Head Geek
Microsoft MVP - Software Packaging, Deployment & Servicing (2005-2014)
My MVP Profile: http://mvp.microsoft.com/en-us/mvp/Lawrence%20R%20Garvin-32101
http://www.solarwinds.com/gotmicrosoft
The views expressed on this post are mine and do not necessarily reflect the views of SolarWinds.

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