This one caught me out for a little while, and is so easy to fall into. Are you running EntityFramework in your ASP.NET website on Azure, and receiving the following exception?

'System.ArgumentException' occurred in System.Data.dll but was not handled in user code

Additional information: Keyword not supported: 'metadata'.

The answer lies in the fact that the connection strings in your Azure portal have a sneaky little dropdown selector beside each of them:
Conn Strings

You'd think 'SQL Database' would be the right choice, wouldn't you? Well, yes, it would - if you're using ADO.NET or similar. But if it's actually a connection string for EntityFramework, you want the 'Custom' option.