<Window.DataContext>
	<Binding Path="Directory" Source="{StaticResource Locator}"/>
</Window.DataContext>
....
<DataGrid ItemsSource={Binding Workers}>
        <DataGridTextColumn Header="Имя" Binding="{Binding Name}"/>
        <DataGridTemplateColumn Header="В избранное">
                <DataGridTemplateColumn.CellTemplate>
                    <DataTemplate>
                        <!--Вот тут второй биндинг не работает-->
                        <CheckBox IsChecked="{Binding InFavorites}" Command="{Binding SomeCommand}"/>
                    </DataTemplate>
                </DataGridTemplateColumn.CellTemplate>
         </DataGridTemplateColumn>
.....
</DataGrid>

Command="{Binding Directory.SomeCommand, Source={StaticResource Locator}}"