How to bind Close command to a button

The easiest way is to implement ButtonClick event handler and invoke Window.Close() method, but how doing this through a Command binding?

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}}}"/>