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So `my-pulumi-state-bucket` is the storage container name. You also need two env variables: `AZURE_STORAGE_ACCOUNT` (the name) and `AZURE_STORAGE_KEY`  (the access key)

Thanks <@UB39JFCKC> I had actually found it just prior to your message, but thanks for the reply non the less

Feel free to shoot a PR to docs as a thank-you :wink: