T-SQL Differences in Azure SQL Database
I used to think this was the real difference between SQL Server and SQL Database. I was wrong. Really wrong. But it’s a good place to start. Now from what I can tell everything in Azure is a moving target. There are constant changes so it’s important to know where the documentation is. In this particular case here it is: Azure SQL Database Transact-SQL differences.
Check it out. The differences are smaller than in the past, but I expect that there will always be some differences—particularly on the administration side—due to the nature of Azure SQL Database as a PaaS offering.