<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>