public class Person 
{
   public int Id {get; set;}
   public string Name {get; set;}
   public virtual Country Country {get ;set;}
}

public class Country
{

   public int Id {get; set;}
   public string Name {get; set;}
} 

 <DataGrid name ="gridPerson" AutoGenerateColumns="False">
                        <DataGrid.Columns>
                            <DataGridTextColumn 
                                                Binding="{Binding Name}"
                                                Header="Person Name" />
                            <DataGridComboBoxColumn Header="CountryName" 
                                                SelectedItemBinding="{Binding County}" 
                                                SelectedValueBinding="{Binding Path=Id}" 
                                                SelectedValuePath="Name" 
                                                DisplayMemberPath="Name" />

                        </DataGrid.Columns>
           </DataGrid>

 private void Window_Loaded(object sender, RoutedEventArgs e)
    {
        personContext = new PersonContext();
        personContext.Persons.Load();
        personContext.Counties.Load();
        gridPerson.ItemSource = personContext.Persons.local; 
    }

 public class PersonContext : DbContext
    {

       public DbSet<Person> Persons { get; set; } 
       public DbSet<Country> Countries { get; set; }
    }