ItemSource={ Binding ItemBooks } SeletedItem={ Binding ItemBook, Mode=ToWay, UpdateSourceTrigger=PropertyChange }

public class Union
{
    public int Id { get; set; }
    public DictType DictType { get; set; }
    public int? DictTypeId { get; set; }        
}
public class DictType 
{
    public int Id { get; set; }
    public string Name { get; set; }
}


public class Test : INotifyPropertyChanged 
{
    public Test() 
	{
	    var dbContext = new MgsWorkDb(session, false, DatabaseInitializerMgsWorkDb);

        //Union = db.Set<Union>().FirstOrDefault(w => w.DictTypeId != null);                   // Так работает
        Union = db.Set<Union>().AsNoTracking().FirstOrDefault(w => w.DictTypeId != null);    // Так не работает

        DictType = db.Set<DictType>().ToList(); 
	}
	
    private IList<DictType> _dictType;
    public IList<DictType> DictType
    {
        get { return _dictType; }
        private set
        {
            if (!Equals(_dictType, value))
            {
                _dictType = value;
                SetPropertyChanged("DictType");
            }
        }
    }
    private Union _union;
    public Union Union
    {
        get { return _union; }
        private set
        {
            if (!Equals(_union, value))
            {
                _union = value;
                SetPropertyChanged("Union");
            }
        }
    }
	
	public event PropertyChangedEventHandler PropertyChanged;
	protected void SetPropertyChanged(string property)
    {
        var args = new PropertyChangedEventArgs(property);
        if (PropertyChanged != null)
        {
            PropertyChanged(this, args);
        }
    }
}

<Window x:Class="WpfApplication1.MainWindow"
        xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
        xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
        xmlns:wpfApplication1="clr-namespace:WpfApplication1"
        Title="MainWindow" Height="350" Width="525">
    <Window.DataContext>
        <wpfApplication1:Test />
    </Window.DataContext>
    <Grid>
        <ComboBox Width="300" Height="24" ItemsSource="{Binding DictType}" SelectedItem="{Binding Union.DictType, Mode=TwoWay, UpdateSourceTrigger=PropertyChanged}" DisplayMemberPath="Name"/>
    </Grid>
</Window>

Union = db.Set<Union>().AsNoTracking().FirstOrDefault(w => w.DictTypeId != null);
DictType = db.Set<DictType>().AsNoTracking().ToList();