This thread looks to be a little on the old side and therefore may no longer be relevant. Please see if there is a newer thread on the subject and ensure you're using the most recent build of any software if your question regards a particular product. Otherwise - post away!
Using the nightly build from 1/17/2012 (and perhaps prior to this), if the ItemsSource property of a Datagrid is bound to a property that becomes null (as happens in our project when a ViewModel is disposed of to show another one), a NullReferenceException occurs when DataGrid.OnItemsSourceChanged() is called. It appears that the DataGridItemsSource constructor is not handling null values properly.
I've attached a simple test project to illustrate the error.