private void GotFocus(object sender, RoutedEventArgs e)
        {
            TabItem ti1 = e.Source as TabItem;
            if (ti1 !=null)
                Tab.Items.Remove(ti1);
        }

public class CloseableTabItem : TabItem
    {
    static CloseableTabItem()
    {
        //This style is defined in themes\generic.xaml
        DefaultStyleKeyProperty.OverrideMetadata(typeof(CloseableTabItem),
            new FrameworkPropertyMetadata(typeof(CloseableTabItem)));
    }
 
    public static readonly RoutedEvent CloseTabEvent =
        EventManager.RegisterRoutedEvent("CloseTab", RoutingStrategy.Bubble,
            typeof(RoutedEventHandler), typeof(CloseableTabItem));
 
    public event RoutedEventHandler CloseTab
    {
        add { AddHandler(CloseTabEvent, value); }
        remove { RemoveHandler(CloseTabEvent, value); }
    }
 
    public override void OnApplyTemplate()
    {
        base.OnApplyTemplate();
 
        Button closeButton = base.GetTemplateChild("PART_Close") as Button;
        if (closeButton != null)
            closeButton.Click += new System.Windows.RoutedEventHandler(closeButton_Click);
    }
 
    void closeButton_Click(object sender, System.Windows.RoutedEventArgs e)
    {
        this.RaiseEvent(new RoutedEventArgs(CloseTabEvent, this));
    }
    }

private void Button_Click_4(object sender, RoutedEventArgs e)
        {
            TabItem Auto = new TabItem();
            Auto.Header = "Авто";
            this.Tab.Items.Add(Auto);
            DataGrid dg1 = new DataGrid();
            BindData("Models", dg1);
            Auto.Content = dg1;

            CloseableTabItem Firm = new CloseableTabItem();
            Firm.Header = "Фирмы";
            this.Tab.Items.Add(Firm);
            DataGrid dg2 = new DataGrid();
            BindData("Firms", dg2);
            Firm.Content = dg2;
        }

      <TabControl Name="Tab" Height="250" Margin="47,425,32,-252" VerticalAlignment="Top">
            <TabControl.Resources>
                <DataTemplate x:Key="CustomTabHeader">
                    <StackPanel Orientation="Horizontal">
                        <ContentPresenter>
                            <ContentPresenter.Content>
                                <Binding Path="Header">
                                    <Binding.RelativeSource>
                                        <RelativeSource Mode="FindAncestor" 
                                                AncestorType="{x:Type TabItem}"/>
                                    </Binding.RelativeSource>
                                </Binding>
                            </ContentPresenter.Content>
                        </ContentPresenter>
                        <Button Margin="8,0,0,0" Click="CloseTab" CommandParameter="{Binding RelativeSource={RelativeSource Mode=FindAncestor,AncestorType={x:Type TabItem}}}" 
                        HorizontalContentAlignment="Center" 
                        VerticalContentAlignment="Center">
                            <Grid>
                                <Canvas Width="8" Height="8">
                                    <Line X1="0" X2="8" Y1="0" Y2="8" 
                                  Stroke="Black" StrokeThickness="1"/>
                                    <Line X1="8" X2="0" Y1="0" Y2="8" 
                                  Stroke="Black" StrokeThickness="1"/>
                                </Canvas>
                            </Grid>
                        </Button>
                    </StackPanel>
                </DataTemplate>
                <Style TargetType="TabItem">
                    <Style.Setters>
                        <Setter Property="HeaderTemplate" 
                        Value="{StaticResource CustomTabHeader}"/>
                    </Style.Setters>
                </Style>
            </TabControl.Resources>
        </TabControl>
  

private void CloseTab(object sender, RoutedEventArgs e)
        {
            Control ctrl1 = e.Source as Control;


            TabItem ti1 = ......

            if (ti1 != null)
                Tab.Items.Remove(ti1);
        }

        private void CloseTab(object sender, RoutedEventArgs e)
        {
            DependencyObject ctrl1 = e.Source as DependencyObject;
            DependencyObject ctrl2 = GetParentDependencyObjectFromVisualTree(ctrl1, typeof(TabItem));
            TabItem ti = ctrl2 as TabItem;
            if (ti != null)
                Tab.Items.Remove(ti);
        }

        public static DependencyObject GetParentDependencyObjectFromVisualTree(DependencyObject startObject, Type type)
        {
            DependencyObject parent = startObject;
            while (parent != null)
            {
                if (type.IsInstanceOfType(parent))
                    break;
                else
                    parent = VisualTreeHelper.GetParent(parent);
            }
            return parent;
        }