Azure Storage stores multiple copies of your data so that it’s protected from planned and unplanned events, including transient hardware failures, network or power outages, and massive natural disasters. Redundancy ensures that your storage account meets its availability and durability targets even in the face of failures.
When creating an Azure Storage account, we’re presented with a number of storage redundancy options which may be familiar to you,
LRS – Locally Redundant Storage
GRS – Geo Redundant Storage
RA-GRS – Read Access Geo Redundant Storage
ZRS – Zone Redundant Storage
GZRS – Geo Zone Redundant Storage
RA-GZRS – Read Access Geo Zone Redundant Storage

I don’t plan to go through the above options in detail, however I trust that the whiteboard diagram below will be useful. If you wish to learn more about Azure Storage Accounts, visit the links below,
AZ-104: Implement and manage storage in Azure – Learn | Microsoft Docs
Data redundancy – Azure Storage | Microsoft Docs
In the diagram below, I have used Azure regions UK South and UK West.
Note: Availability Zones are not available in all Azure Regions
Click image to enlarge

I hope the above diagram helps further understand the storage redundancy options available in Azure. As always, feedback is welcome.