CockroachDB's locality-aware backups for Azure Blob are designed to enhance both cost-effectiveness and compliance in multi-region database setups. This feature minimizes expensive data transfers across regions by ensuring that each node writes backup files to a storage location corresponding to its locality, thus meeting data domiciling requirements. CockroachDB leverages a distributed SQL technology that scales across multiple nodes, decreasing reliance on backups for disaster recovery but still requiring them for protection against human error and data corruption. The backup process involves validating parameters, determining data spans and times for backup, and finally storing data with metadata in an appropriate cloud location. The blog outlines step-by-step instructions for setting up Azure storage and executing locality-aware backups, along with validation methods to ensure that backups are correctly implemented. This approach not only helps in adhering to regulatory data storage requirements but also reduces operational costs by keeping data transfers within the same region.