We've recently been using Azure Active Directory to handle authentication for a bunch of our Line-Of-Business applications that we're moving into the cloud. Unfortunately, we've been noticing that in some circumstances, we encounter redirect loops that the browser can't break out of and I've been scratching my head over it. As it turns out, the loops had a common cause: going to a URL in the application that started with http://.
Since we're all good programmers here ;), we always want to be using best practices and enforcing secure connections anyway, but it also turned out to be the fix: adding [RequireHttps] to the top of our filters list in FilterConfig.cs solved the problem and closed a security hole at the same time.
As for the initial cause: why would anybody be using HTTP anyway ? It turns out that HTTP is the default scheme for URLs in the Azure portal when you're viewing the settings for an application and people were clicking on those links to go straight into the app.