So I've been messing around with the blob service, which is part of Storage Services of Windows Azure.
One of the cool things about this service allows you to publish a file (image, document, video) to the service and expose a public uri which you can view in a browser.
The following is an example of a url for an image that i have published to my development fabric blob storage in the images container.
Although you can do really cool things such as set the content type, unfortunately you cannot control the cache.
There is a Metadata property bag exposed (NameValueCollection), unfortunately any meta tags that you specify are prefixed with (x-ms-meta-), which means that you cannot set the cache-control manually.
Please allow us to do this as a feature, it would be really useful.