In an on-premise system I can take snapshots\checkpoints of a VM. Is there anything analogous to this in Azure?
Thanks
Azure Backup for VM running on Azure IaaS is now generally available and use Checkpoint for backup and restore of VM
For Windows VM these checkpoints are application consistent (using VSS) For Linux VM these checkpoints are file system consistent (because no VSS like mechanism in Linux)
Azure virtual machine back up: Back up Azure virtual machines
Restore VM in Azure from checkpoint: Restore virtual machines in Azure
You may also want to look at the Azure Backup feature that can backup Azure VMs within Azure. It's currently in preview, but you can backup a machine once daily and retain it for up to 30 days. https://azure.microsoft.com/en-us/documentation/articles/backup-azure-vms/