How to bind Close command to a button

All it takes is a bit of XAML...

<Window x:Class="WCSamples.Window1"
        xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
        xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml">
    <Window.CommandBindings>
        <CommandBinding Command="ApplicationCommands.Close"
                        Executed="CloseCommandHandler"/>
    </Window.CommandBindings>
    <StackPanel Name="MainStackPanel">
        <Button Command="ApplicationCommands.Close" 
                Content="Close Window" />
    </StackPanel>
</Window>

And a bit of C#...

private void CloseCommandHandler(object sender, ExecutedRoutedEventArgs e)
{
    this.Close();
}

(adapted from this MSDN article)

Actually, it is possible without C# code. The key is to use interactions:

<Button Content="Close">
  <i:Interaction.Triggers>
    <i:EventTrigger EventName="Click">
      <ei:CallMethodAction TargetObject="{Binding ElementName=window}" MethodName="Close"/>
    </i:EventTrigger>
  </i:Interaction.Triggers>
</Button>

In order for this to work, just set the x:Name of your window to "window", and add these two namespaces:

xmlns:i="http://schemas.microsoft.com/expression/2010/interactivity" 
xmlns:ei="http://schemas.microsoft.com/expression/2010/interactions"

This requires that you add the Expression Blend SDK DLL to your project, specifically Microsoft.Expression.Interactions.

In case you don't have Blend, the SDK can be downloaded here.

If the window was shown with Window.ShowDialog():

The simplest solution that I know of is to set the IsCancel property to true of the close Button:

<Button Content="Close" IsCancel="True" />

No bindings needed, WPF will do that for you automatically!

This properties provide an easy way of saying these are the "OK" and "Cancel" buttons on a dialog. It also binds the ESC key to the button.

Reference: MSDN Button.IsCancel property.

I think that in real world scenarios a simple click handler is probably better than over-complicated command-based systems but you can do something like that:

using RelayCommand from this article http://msdn.microsoft.com/en-us/magazine/dd419663.aspx

public class MyCommands
{
    public static readonly ICommand CloseCommand =
        new RelayCommand( o => ((Window)o).Close() );
}

<Button Content="Close Window"
        Command="{X:Static local:MyCommands.CloseCommand}"
        CommandParameter="{Binding RelativeSource={RelativeSource FindAncestor, 
                           AncestorType={x:Type Window}}}"/>