WPF Commands, How to declare Application level commands?

You can setup CommandBindings for "All Windows" of your WPF application and implement command handlers in Application class.

First of all, create a static command container class. For example,

namespace WpfApplication1 
{
    public static class MyCommands
    {
        private static readonly RoutedUICommand doSomethingCommand = new RoutedUICommand("description", "DoSomethingCommand", typeof(MyCommands));

        public static RoutedUICommand DoSomethingCommand
        {
            get
            {
                return doSomethingCommand;
            }
        }
    }
}

Next, set your custom command to Button.Command like this.

<Window x:Class="WpfApplication1.MainWindow"
        ...
        xmlns:local="clr-namespace:WpfApplication1">
    <Grid>
        ...
        <Button Command="local:MyCommands.DoSomethingCommand">Execute</Button>
    </Grid>
</Window>

Finally, implement the command handler of your custom command in Application class.

namespace WpfApplication1 
{

    public partial class App : Application
    {
        public App()
        {
            var binding = new CommandBinding(MyCommands.DoSomethingCommand, DoSomething, CanDoSomething);

            // Register CommandBinding for all windows.
            CommandManager.RegisterClassCommandBinding(typeof(Window), binding);
        }

        private void DoSomething(object sender, ExecutedRoutedEventArgs e)
        {
            ...
        }

        private void CanDoSomething(object sender, CanExecuteRoutedEventArgs e)
        {
            ...
            e.CanExecute = true;
        }
    }
}

I did not like the complexity of the other solutions, but after a few hours of research I found out it is really simple.

First setup your command as you usually do, but add a static property for WPF so that it can obtain an instance of your command.

class MyCommand : ICommand
{
    // Singleton for the simple cases, may be replaced with your own factory     
    public static ICommand Instance { get; } = new MyCommand();

    public bool CanExecute(object parameter)
    {
        return true; // TODO: Implement
    }

    public event EventHandler CanExecuteChanged;

    public void Execute(object parameter)
    {
        // TODO: Implement       
    }   
}

Add a reference to the namespace of your command in your XAML (last line), like this:

<Window
        xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
        xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
        xmlns:commands="clr-namespace:MyProject.Commands">     

Then just reference your static property in your XAML like this:

<Button Content="Button" Command="commands:MyCommand.Instance" />