Integrating with systems behind a firewall from CRM Online using Windows Azure Service Bus Relay
The Windows Azure Service Bus Relay enables applications hosted anywhere with an internet connection to securely call back to applications hosted in your own datacenter behind a firewall. The CRM 2011 SDK offers documentation on how to use the Windows Azure Service Bus Relay from CRM Online. Here's a link to the documentation that describes the scenario:
This video demonstrates a working example of the end to end scenario and walks you through the configuration.
NOTE: The video shows my WCF service running in a console application for simplicity. Many will want to host their services in IIS. See IIS hosting of Wcf Services with Servicebus Endpoints for more details.