We have had a lot of demand for some direction on how to impersonate a Microsoft Dynamics CRM Online user from a Windows Azure hosted service (Web Role). I have completed a walkthrough that will guide you through this process using the default Cloud Web Role project in VS 2008/2010.
This walkthrough uses Windows Identity Foundation instead of RPS due to some limitations I had with RPS. You can find the documentation and sample code on http://code.msdn.microsoft.com/crmonlineforazure
Thanks,