I think that in real world scenarios a simple click handler is probably better than over-complicated command-based systems but you can do something like that:
using RelayCommand from this article http://msdn.microsoft.com/en-us/magazine/dd419663.aspx
public class MyCommands
{
public static readonly ICommand CloseCommand =
new RelayCommand( o => ((Window)o).Close() );
}
<Button Content="Close Window"
Command="{X:Static local:MyCommands.CloseCommand}"
CommandParameter="{Binding RelativeSource={RelativeSource FindAncestor,
AncestorType={x:Type Window}}}"/>