I want the context menu for a DataGrid's column headers to be different than the rest of the cells. So using the regular ContextMenu property is not going to work. There is DataGrid.RowHeaderTemplate, but I can't find DataGrid.ColumnHeaderTemplate.
Edit/Note: Columns are generated dynamically.
Target a common Style to all DataGridColumnHeaders:
If you want different context menus for different column headers then use triggers:
Hope that helps.
It depends on how you are generating your columns, if you are defining them in XAML then you could do this: