The Microsoft Azure IoT (Internet of Things) Hub is a set of features designed to help control, monitor and connect millions of IoT devices in a reliable and secure manner. While IoT solutions can be built using Azure, the IoT Hub provide functionality to help make the entire system both easier to implement as well as more secure.
Here’s a short session from AzureCon 2015 giving an Overview of Azure IoT Hub:
The Azure IoT Hub allows for telemetry to be collected per-device, as well as securing connections via per-device authentication. This allow for individual IoT devices to be troubleshooted directly, while granting and revoking device privileges individually.
Documentation and sample source code on using the Azure IoT Hub can be found in the Azure IoT Developer Center.