This static class BlobHelper will load the list of all the blob files in a given blob folder, and all of its sub-folders.
Just call it like this:
var blobs = BlobHelper.ListFolderBlobs("blob-container-name", "container-directory");
Here is full BlobHelper code:
using System;
using System.Collections.Generic;
using System.Diagnostics;
using System.IO;
using System.Linq;
using Microsoft.WindowsAzure;
using Microsoft.WindowsAzure.Storage;
using Microsoft.WindowsAzure.Storage.Blob;
// Class to contain list of blob files info
public class BlobFileInfo {
  public string FileName { get; set; }
  public string BlobPath { get; set; }
  public string BlobFilePath { get; set; }
  public IListBlobItem Blob { get; set; }
}
public static class BlobHelper {
// Load blob container
public static CloudBlobContainer GetBlobContainer(string containerName) {
  var storageAccount = CloudStorageAccount.Parse(CloudConfigurationManager.GetSetting("StorageConnectionString"));
  var blobClient = storageAccount.CreateCloudBlobClient();
  var container = blobClient.GetContainerReference(containerName);
  return container;
}
// Get recursive list of files
public static IEnumerable<BlobFileInfo> ListFolderBlobs(string containerName, string directoryName) {
  var blobContainer = GetBlobContainer(containerName);
  var blobDirectory = blobContainer.GetDirectoryReference(directoryName);
  var blobInfos = new List<BlobFileInfo>();
  var blobs = blobDirectory.ListBlobs().ToList();
  foreach (var blob in blobs) {
    if (blob is CloudBlockBlob) {
      var blobFileName = blob.Uri.Segments.Last().Replace("%20", " ");
      var blobFilePath = blob.Uri.AbsolutePath.Replace(blob.Container.Uri.AbsolutePath + "/", "").Replace("%20", " ");
      var blobPath = blobFilePath.Replace("/" + blobFileName, "");
      blobInfos.Add(new BlobFileInfo {
        FileName = blobFileName,
        BlobPath = blobPath,
        BlobFilePath = blobFilePath,
        Blob = blob
      });
    }
    if (blob is CloudBlobDirectory) {
      var blobDir = blob.Uri.OriginalString.Replace(blob.Container.Uri.OriginalString + "/", "");
      blobDir = blobDir.Remove(blobDir.Length - 1);
      var subBlobs = ListFolderBlobs(containerName, blobDir);
      blobInfos.AddRange(subBlobs);
    }
  }
  return blobInfos;
}
}