I have a usercontrol which is basically a combobox in an unbound field in my xamdatagrid.  I need to bind the Items to a list which exists on my viewmodel i.e. DataContext.AssetClasses.
I also need to bind SelectedItems to a property of the class the datagrid is bound too. 

 <igDP:UnboundField Name="JunkAssetClasses" Label="Asset Classes">
                                                    <igDP:Field.Settings>
                                                        <igDP:FieldSettings>
                                                            <igDP:FieldSettings.CellValuePresenterStyle>
                                                                <Style TargetType="{x:Type igDP:CellValuePresenter}">
                                                                    <Setter Property="Template">
                                                                        <Setter.Value>
                                                                            <ControlTemplate TargetType="{x:Type igDP:CellValuePresenter}">
                                                                                <controls:MultiCombo
                                                                                    Items="{Binding RelativeSource={RelativeSource Mode=FindAncestor, AncestorType={x:Type UserControl}}, Path=DataContext.AssetClasses}"
                                                                                    SelectedItems="{Binding JunkAssetClasses}">
                                                                                </controls:MultiCombo>
                                                                            </ControlTemplate>
                                                                        </Setter.Value>
                                                                    </Setter>
                                                                </Style>
                                                            </igDP:FieldSettings.CellValuePresenterStyle>
                                                        </igDP:FieldSettings>
                                                    </igDP:Field.Settings>
                                                </igDP:UnboundField>

For reference,  I was using XamMultiColumnComboEditor and it was bound as follows (same as above but in bound field) and it worked:
<ig:XamMultiColumnComboEditor
  ItemsSource="{Binding RelativeSource={RelativeSource Mode=FindAncestor, AncestorType={x:Type UserControl}}, Path=DataContext.AssetClasses}"