SQL Azure has added something called database scoped global temporary tables.
Azure SQL Database supports global temporary tables that are also stored in tempdb and scoped to the database level. This means that global temporary tables are shared for all users’ sessions within the same Azure SQL database. User sessions from other Azure SQL databases cannot access global temporary tables.
They way you add these is by using a double pound sign
Click through for more. I will occasionally use a global temp table, mostly in conjunction with Central Management Server queries going over a set of databases on each instance, but I limit my usage to manual operations and nothing as part of a normal application or administrative process.