public class FirstList
    {
        private Dictionary<string, List<string>> m_list2 = new Dictionary<string,List<string>>();

        public FirstList()
        {
            List<string> item;

            item = new List<string>();
            m_list2.Add("aaa", item);
            item.Add("aaa 1");
            item.Add("aaa 2");
            item = new List<string>();
            m_list2.Add("bbb", item);
            item.Add("bbb 1");
            item.Add("bbb 2");
        }

        public IEnumerable<string> List1
        {
            get { return m_list2.Keys; }
        }

        public List<string> List2(string index)
        {
            return m_list2[index];
        }
    }

    <ComboBox Height="23" HorizontalAlignment="Left" Margin="12,36,0,0"
        Name="comboBox1" VerticalAlignment="Top" Width="198"
              ItemsSource="{Binding Path=List1}"/>
    <ComboBox Height="23" HorizontalAlignment="Right" Margin="0,36,55,0"
        Name="comboBox2" VerticalAlignment="Top" Width="232" />

    public class FirstList
    {
        private ObservableCollection<ListItem> m_roots
            = new ObservableCollection<ListItem>();

        public FirstList()
        {
            ListItem item;

            item = new ListItem { ItemName = "aaa" };
            m_roots.Add(item);
            item.Childrens.Add("aaa 1");
            item.Childrens.Add("aaa 2");
            item = new ListItem { ItemName = "bbb" };
            m_roots.Add(item);
            item.Childrens.Add("bbb 1");
            item.Childrens.Add("bbb 2");
        }

        public ObservableCollection<ListItem> Roots
        {
            get { return m_roots; }
        }
    }

    public class ListItem
    {
        private ObservableCollection<string> m_childrens
            = new ObservableCollection<string>();

        public string ItemName { get; set; }

        public ObservableCollection<string> Childrens
        {
            get { return m_childrens; }
        }
    }

    <ComboBox
        x:Name="comboBox1"
        HorizontalAlignment="Left" Margin="12,36,0,0"
        VerticalAlignment="Top" Width="198"
        ItemsSource="{Binding Path=Roots}"
        SelectedIndex="0">
      <ComboBox.ItemTemplate>
        <DataTemplate>
          <TextBlock Text="{Binding ItemName}" />
        </DataTemplate>
      </ComboBox.ItemTemplate>
    </ComboBox>
    <ComboBox
        HorizontalAlignment="Left" Margin="216,36,0,0"
        VerticalAlignment="Top" Width="232"
        ItemsSource="{Binding ElementName=comboBox1, Path=SelectedItem.Childrens}"
        SelectedIndex="0" />