There are a number of documentation articles and code samples on pushing data from devices you control to Azure and for analyzing in combination with other streaming or static data. Recently, we also published an example on how to pull data from public web feeds and push to Azure.
A third, but rare, scenario involves pulling data from a SQL Azure table and pushing that data into an Azure Event Hub. For example, I have a number of cases where I need to push data from my original streaming source into SQL Azure so I can run some complex joins and queries then push the updated records to an Azure Event Hub. A recent article and code sample I produced with Dinar Gainitdinov shows how to build a simple application to accomplish this.