diff --git a/tests/datasets/azcopy b/tests/datasets/azcopy
new file mode 100755
index 00000000000..1f74b4c4d0b
--- /dev/null
+++ b/tests/datasets/azcopy
@@ -0,0 +1,27 @@
+#!/usr/bin/env python3
+
+# Copyright (c) Microsoft Corporation. All rights reserved.
+# Licensed under the MIT License.
+
+"""Basic mock-up of the azcopy CLI."""
+
+import argparse
+import shutil
+
+if __name__ == '__main__':
+    parser = argparse.ArgumentParser()
+    subparsers = parser.add_subparsers()
+    copy = subparsers.add_parser('copy')
+    copy.add_argument('source')
+    copy.add_argument('destination')
+    copy.add_argument('--recursive', default='false')
+    sync = subparsers.add_parser('sync')
+    sync.add_argument('source')
+    sync.add_argument('destination')
+    sync.add_argument('--recursive', default='true')
+    args, _ = parser.parse_known_args()
+
+    if args.recursive == 'true':
+        shutil.copytree(args.source, args.destination, dirs_exist_ok=True)
+    else:
+        shutil.copy(args.source, args.destination)
diff --git a/tests/datasets/conftest.py b/tests/datasets/conftest.py
new file mode 100644
index 00000000000..3f59d69581b
--- /dev/null
+++ b/tests/datasets/conftest.py
@@ -0,0 +1,16 @@
+# Copyright (c) Microsoft Corporation. All rights reserved.
+# Licensed under the MIT License.
+
+import os
+
+import pytest
+from pytest import MonkeyPatch
+
+from torchgeo.datasets.utils import Executable, which
+
+
+@pytest.fixture
+def azcopy(monkeypatch: MonkeyPatch) -> Executable:
+    path = os.path.dirname(os.path.realpath(__file__))
+    monkeypatch.setenv('PATH', path, prepend=os.pathsep)
+    return which('azcopy')
diff --git a/tests/datasets/test_errors.py b/tests/datasets/test_errors.py
index f87ab6f03a3..a32c00dbf02 100644
--- a/tests/datasets/test_errors.py
+++ b/tests/datasets/test_errors.py
@@ -59,9 +59,10 @@ def test_paths_download(self) -> None:
             raise DatasetNotFoundError(ds)
 
 
-def test_missing_dependency() -> None:
-    with pytest.raises(DependencyNotFoundError, match='pip install foo'):
-        raise DependencyNotFoundError('foo')
+def test_dependency_not_found() -> None:
+    msg = 'foo not installed'
+    with pytest.raises(DependencyNotFoundError, match=msg):
+        raise DependencyNotFoundError(msg)
 
 
 def test_rgb_bands_missing() -> None:
diff --git a/tests/datasets/test_utils.py b/tests/datasets/test_utils.py
index d8e44885418..be8ddf667b8 100644
--- a/tests/datasets/test_utils.py
+++ b/tests/datasets/test_utils.py
@@ -21,6 +21,7 @@
 import torchgeo.datasets.utils
 from torchgeo.datasets import BoundingBox, DependencyNotFoundError
 from torchgeo.datasets.utils import (
+    Executable,
     array_to_tensor,
     concat_samples,
     disambiguate_timestamp,
@@ -33,6 +34,7 @@
     percentile_normalization,
     stack_samples,
     unbind_samples,
+    which,
     working_dir,
 )
 
@@ -590,3 +592,14 @@ def test_lazy_import(name: str) -> None:
 def test_lazy_import_missing(name: str) -> None:
     with pytest.raises(DependencyNotFoundError, match='pip install foo-bar\n'):
         lazy_import(name)
+
+
+def test_azcopy(tmp_path: Path, azcopy: Executable) -> None:
+    source = os.path.join('tests', 'data', 'cyclone')
+    azcopy('sync', source, tmp_path, '--recursive=true')
+    assert os.path.exists(tmp_path / 'nasa_tropical_storm_competition_test_labels')
+
+
+def test_which() -> None:
+    with pytest.raises(DependencyNotFoundError, match='foo is not installed'):
+        which('foo')
diff --git a/torchgeo/datasets/errors.py b/torchgeo/datasets/errors.py
index 4b8d7a75982..e2124c1b1d2 100644
--- a/torchgeo/datasets/errors.py
+++ b/torchgeo/datasets/errors.py
@@ -49,31 +49,12 @@ def __init__(self, dataset: Dataset[object]) -> None:
         super().__init__(msg)
 
 
-class DependencyNotFoundError(ModuleNotFoundError):
+class DependencyNotFoundError(Exception):
     """Raised when an optional dataset dependency is not installed.
 
     .. versionadded:: 0.6
     """
 
-    def __init__(self, name: str) -> None:
-        """Initialize a new DependencyNotFoundError instance.
-
-        Args:
-            name: Name of missing dependency.
-        """
-        msg = f"""\
-{name} is not installed and is required to use this dataset. Either run:
-
-$ pip install {name}
-
-to install just this dependency, or:
-
-$ pip install torchgeo[datasets]
-
-to install all optional dataset dependencies."""
-
-        super().__init__(msg)
-
 
 class RGBBandsMissingError(ValueError):
     """Raised when a dataset is missing RGB bands for plotting.
diff --git a/torchgeo/datasets/utils.py b/torchgeo/datasets/utils.py
index 3e27d7fc6a7..12ed2aad40b 100644
--- a/torchgeo/datasets/utils.py
+++ b/torchgeo/datasets/utils.py
@@ -13,6 +13,8 @@
 import importlib
 import lzma
 import os
+import shutil
+import subprocess
 import sys
 import tarfile
 from collections.abc import Iterable, Iterator, Sequence
@@ -402,6 +404,34 @@ def split(
         return bbox1, bbox2
 
 
+class Executable:
+    """Command-line executable.
+
+    .. versionadded:: 0.6
+    """
+
+    def __init__(self, name: str) -> None:
+        """Initialize a new Executable instance.
+
+        Args:
+            name: Command name.
+        """
+        self.name = name
+
+    def __call__(self, *args: Any, **kwargs: Any) -> subprocess.CompletedProcess[bytes]:
+        """Run the command.
+
+        Args:
+            args: Arguments to pass to the command.
+            kwargs: Keyword arguments to pass to :func:`subprocess.run`.
+
+        Returns:
+            The completed process.
+        """
+        kwargs['check'] = True
+        return subprocess.run((self.name,) + args, **kwargs)
+
+
 def disambiguate_timestamp(date_str: str, format: str) -> tuple[float, float]:
     """Disambiguate partial timestamps.
 
@@ -772,6 +802,9 @@ def lazy_import(name: str) -> Any:
     Args:
         name: Name of module to import.
 
+    Returns:
+        Module import.
+
     Raises:
         DependencyNotFoundError: If *name* is not installed.
 
@@ -785,4 +818,35 @@ def lazy_import(name: str) -> Any:
         module_to_pypi: dict[str, str] = collections.defaultdict(lambda: name)
         module_to_pypi |= {'cv2': 'opencv-python', 'skimage': 'scikit-image'}
         name = module_to_pypi[name]
-        raise DependencyNotFoundError(name) from None
+        msg = f"""\
+{name} is not installed and is required to use this dataset. Either run:
+
+$ pip install {name}
+
+to install just this dependency, or:
+
+$ pip install torchgeo[datasets]
+
+to install all optional dataset dependencies."""
+        raise DependencyNotFoundError(msg) from None
+
+
+def which(name: str) -> Executable:
+    """Search for executable *name*.
+
+    Args:
+        name: Name of executable to search for.
+
+    Returns:
+        Callable executable instance.
+
+    Raises:
+        DependencyNotFoundError: If *name* is not installed.
+
+    .. versionadded:: 0.6
+    """
+    if shutil.which(name):
+        return Executable(name)
+    else:
+        msg = f'{name} is not installed and is required to use this dataset.'
+        raise DependencyNotFoundError(msg) from None