The CellValuePresenter exposes an Editor property, which will be your XamComboEditor, for example.

CellValuePresenter cvp = CellValuePresenter.FromCell(...);

XamComboEditor combo = cvp.Editor as XamComboEditor;

This way you can access the ComboEditor and perform your logic. You can use the EventManager.RegisterClassHandler method to hook up the SelectionChanged event or create a style for the XamComboEditor and do the same with a EventSetter.

Hope this helps. 

My requirement is to dynamically generate xamDataGrid rows, wherein a few rows shall have two columns. In the first column called "Company", I would like to display a name(which is unique) and in the second, a combo box with an unique name. There would be many such rows. How can I access the selected index of each combo box and the name in the "Company" column as a pair. Each combo box must be associated with its "Company" column name. How to handle selection change event for each of the combo box when they are dynamically generated?