public class MenuData
    {
        public string Name { set; get; }
        public string Key { set; get; }
        public Action Execute { set; get; }
    }

    class Data
    {
        public List<MenuData> MenuItems { set; get; }
        
        public Data()
        {
            MenuItems = new List<MenuData>()
            {
                new MenuData {Name = "Menu 1", Key = "menu1"},
                new MenuData {Name = "Menu 2", Key = "menu2"},
                new MenuData {Name = "Menu 3", Key = "menu3", Execute = MyMethod}

            };
        }

        public void MyMethod()
        {
            MessageBox.Show("Menu 3");
        }
    }

<Window x:Class="WpfApplication9.MainWindow"
        xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
        xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
        Title="MainWindow" Height="350" Width="525"
        DataContextChanged="MainWindow_OnDataContextChanged">
    <Grid>
        <Menu>
            <MenuItem Header="Test">
                <MenuItem Header="Item 1"></MenuItem>
                <MenuItem x:Name="ParentMenu" Header="Parent"/>
            </MenuItem>
        </Menu>
    </Grid>
</Window>

    public partial class MainWindow : Window
    {
        public MainWindow()
        {
            InitializeComponent();
        }

        private void MainWindow_OnDataContextChanged(object sender, DependencyPropertyChangedEventArgs e)
        {
            ParentMenu.Items.Clear();
            var data = (Data) DataContext;
            foreach (var i in data.MenuItems)
            {
                var menu = new MenuItem {Header = i.Name, Tag = i};
                menu.Click += menu_Click;
                ParentMenu.Items.Add(menu);
            }
        }

        void menu_Click(object sender, RoutedEventArgs e)
        {
            var menu = (MenuItem)sender;
            var data = (MenuData) menu.Tag;

            if (data.Execute != null)
            {
                data.Execute();
                return;
            }

            switch (data.Key)
            {
                case "menu1":
                    MessageBox.Show("Menu 1");
                    break;
                case "menu2":
                    MessageBox.Show("Menu 2");
                    break;
            }
        }
    }