Do you need something like this?
<Grid>
<ComboBox x:Name="comboBox" HorizontalAlignment="Left" Height="41" Margin="62,44,0,0" VerticalAlignment="Top" Width="347">
<ComboBoxItem>
<ComboBoxItem.Template>
<ControlTemplate>
<TreeView Height="auto">
<TreeViewItem Header="Level 1 A" />
<TreeViewItem Header="Level 1 B" IsExpanded="True" >
<TreeViewItem Header="Level 2"/>
</TreeViewItem>
</TreeView>
</ControlTemplate>
</ComboBoxItem.Template>
</ComboBoxItem>
</ComboBox>
</Grid>