Update:
Starting with version 13.1, we implemented banded grid support out of the box. See the Using Bands to Create Multi-Row Layout article and the E4625 - How to: Create a Banded View example for more information. The solution below applies to versions prior to 13.1.
This example demonstrates how to create the banded view for the DXGrid with the attached behavior.
See T267411 - Advanced Banded View Layout with attached behavior for more information.
We have included this solution in the DevExpress.Xpf.Grid.v11.2.Extensions library shipped with the 11.2 major version. Refer to the GridDemo.BandedView demo module to see this feature in action.
