If you use Microsoft Azure cloud services, you probably are already aware about the Cloud Shell functionality which allows you to run PowerShell or Bash scripts/commands directly from the web browser.
This functionality requires to setup a storage account to store your scripts and user sessions.
Well good news as now you can also use an ephemeral Cloud Shell.
As the session will be short-lived, every file or session context will not be kept after you close the session.
When you launch Cloud Shell (either from the icon or the direct URL https://portal.azure.com/#cloudshell/) you will be asked to either use “No storage account” or “Mount a storage account”)