SampleWindow.xaml

 <TreeView x:Name="SampleTree2">
            <TreeView.Resources>
                <HierarchicalDataTemplate DataType="{x:Type local:VMCopyToMenu}" ItemsSource="{Binding MenuItems}">
                    <TextBlock Text="{Binding MainMenuItemName}"/>
                </HierarchicalDataTemplate>

                <HierarchicalDataTemplate DataType="{x:Type local:VMCopyToMenuItem}" ItemsSource="{Binding MenuItems}" x:Key="Level2"
                                          ItemTemplate="{StaticResource Level3}">
                    <TextBlock Text="{Binding MainMenuItemName}"/>
                </HierarchicalDataTemplate>

                <DataTemplate DataType="{x:Type local:VMCopyToMenuItem}" x:Key="Level3">
                    <TextBlock Text="{Binding MenuItemName}"/>
                </DataTemplate>
            </TreeView.Resources>
        </TreeView>

UpdatedXaml.xaml

<TreeView x:Name="SampleTree2">
            <TreeView.Resources>
                <HierarchicalDataTemplate DataType="{x:Type local:VMCopyToMenu}" ItemsSource="{Binding MenuItems}">
                    <TextBlock Text="{Binding MainMenuItemName}"/>
                    <HierarchicalDataTemplate.ItemTemplate>
                        <HierarchicalDataTemplate DataType="{x:Type local:VMCopyToMenuItem}" ItemsSource="{Binding SubMenuItems}">
                            <TextBlock Text="{Binding MenuItemName}"/>
                            <HierarchicalDataTemplate.ItemTemplate>
                                <HierarchicalDataTemplate ItemsSource="{Binding SubMenuItems}">
                                    <TextBlock Text="{Binding MenuItemName}"></TextBlock>
                                </HierarchicalDataTemplate>
                            </HierarchicalDataTemplate.ItemTemplate>
                        </HierarchicalDataTemplate>
                    </HierarchicalDataTemplate.ItemTemplate>
                </HierarchicalDataTemplate>
            </TreeView.Resources>
        </TreeView>