<DataGridTemplateColumn Header="Status" CellStyle="{StaticResource DataGridComboBox}">
    <DataGridTemplateColumn.CellTemplate>
        <DataTemplate>
            <ComboBox Margin="2" SelectedValue="{Binding XPath=item_status}">
                <ComboBoxItem Name="not_approved">Not Approved</ComboBoxItem>
                <ComboBoxItem Name="on_hold">On Hold</ComboBoxItem>
                <ComboBoxItem Name="approved">Approved</ComboBoxItem>
                <ComboBoxItem Name="ad_hoc">Ad Hoc</ComboBoxItem>
            </ComboBox>
        </DataTemplate>
    </DataGridTemplateColumn.CellTemplate>
</DataGridTemplateColumn>