<Grid xmlns:xcdg="http://schemas.xceed.com/wpf/xaml/datagrid">
  <Grid.Resources>
    <xcdg:DataGridCollectionViewSource x:Key="cvs_orders"
                                       Source="{Binding Source={x:Static Application.Current}, Path=Orders}" />
      <Style x:Key="spannedCellBorderStyle"
             TargetType="{x:Type Border}">
        <Setter Property="Background"
                Value="LightBlue" />
        <Setter Property="BorderBrush"
                Value="DarkBlue" />
        <Setter Property="BorderThickness"
                Value="1" />
      </Style>
      <Style TargetType="{x:Type xcdg:SpannedCell}">
        <Setter Property="CellContainerStyle"
                Value="{StaticResource spannedCellBorderStyle}" />
      </Style>
    </Grid.Resources>
    <xcdg:DataGridControl ItemsSource="{Binding Source={StaticResource cvs_orders}}">
      <xcdg:DataGridControl.View>
        <xcdg:TableView AllowCellSpanning="True" />
      </xcdg:DataGridControl.View>
      <xcdg:DataGridControl.Columns>
        <xcdg:Column FieldName="ShipCountry"
                     CellSpanningDirection="Row" />
    </xcdg:DataGridControl.Columns>
  </xcdg:DataGridControl>
</Grid>