A simple behavior for adding a bindable column header to a DataGridTextColumn (or any other DataGridColumn)

DataGridColumnBindableHeaderBehavior.cs

using System.Windows;
using System.Windows.Controls;
using System.Windows.Interactivity;

public class BindableColumnHeader : Behavior<DataGridColumn>
{
    /// <summary>
    /// The <see cref="Header" /> dependency property's name.
    /// </summary>
    public const string HeaderPropertyName = "Header";

    /// <summary>
    /// Gets or sets the value of the <see cref="Header" />
    /// property. This is a dependency property.
    /// </summary>
    public object Header
    {
        get
        {
            return (object)GetValue(HeaderProperty);
        }
        set
        {
            SetValue(HeaderProperty, value);
        }
    }

    /// <summary>
    /// Identifies the <see cref="Header" /> dependency property.
    /// </summary>
    public static readonly DependencyProperty HeaderProperty = DependencyProperty.Register(
        HeaderPropertyName,
        typeof(object),
        typeof(BindableColumnHeader),
        new PropertyMetadata(new PropertyChangedCallback(HandleHeaderBindingChanged)));
        
    private static void HandleHeaderBindingChanged(DependencyObject obj, DependencyPropertyChangedEventArgs args)
    {
        var behave = obj as BindableColumnHeader;
        if (behave == null || behave.AssociatedObject == null)
            return;

        behave.AssociatedObject.Header = args.NewValue;
    }

    protected override void OnAttached()
    {
        if (this.AssociatedObject == null)
            return;

        this.AssociatedObject.Header = this.Header;
            
        base.OnAttached();
    }
}

DataGridColumnBindableHeaderBehaviorExample.xaml

<sdk:DataGridTextColumn
    Width="2*"
    Binding="{Binding Name}">
    <i:Interaction.Behaviors>
        <controls:BindableColumnHeader
            Header="{Binding Path=NameHeader, Source={StaticResource LocalizationManager}}" />
    </i:Interaction.Behaviors>
</sdk:DataGridTextColumn>