My google skills fail me. Anyone heard of a control like that for WPF. I am trying to make it look like this (winforms screenshot).
You can do this yourself by setting the DataTemplate of the combo box. This article shows you how - for a listbox, but the principle is the same.
Another article here is perhaps a better fit for what you are trying to do, simple set the first column of the item template to be a checkbox and bind it to a bool on your business object.
<ComboBox.ItemTemplate>
<DataTemplate>
<StackPanel Orientation="Horizontal">
<CheckBox IsChecked="{Binding IsSelected}"
Width="20" />
<TextBlock Text="{Binding DayOfWeek}"
Width="100" />
</StackPanel>
</DataTemplate>
</ComboBox.ItemTemplate>