System.Windows.Data Error: 40 : BindingExpression path error: 'Categories' property not found on 'object' ''HeaderedComboBox' (Name='')'. BindingExpression:Path=Categories; DataItem='HeaderedComboBox' (Name=''); target element is 'HeaderedComboBox' (Name=''); target property is 'ItemsSource' (type 'IEnumerable')
Your DataContext is set to HeaderedCombobox and there system is looking for a Categories. Property Header worked since you put a text into it without binding. Possible solution
<Window x:Class="WpfApplication5.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"
xmlns:local="clr-namespace:WpfApplication5" Name="window">
<Grid>
<local:HeaderedComboBox Header="Category" ItemsSource="{Binding ElementName=window, Path=DataContext.Categories}"/>
</Grid>