Implementing “close window” command with MVVM

I personally use a very simple approach: for every ViewModel that is related to a closeable View, I created a base ViewModel like this following example:

public abstract class CloseableViewModel
{
    public event EventHandler ClosingRequest;

    protected void OnClosingRequest()
    {
        if (this.ClosingRequest != null)
        {
            this.ClosingRequest(this, EventArgs.Empty);
        }
    }
}

Then in your ViewModel that inherits from CloseableViewModel, simply call this.OnClosingRequest(); for the Close command.

In the view:

public class YourView
{
    ...
    var vm = new ClosableViewModel();
    this.Datacontext = vm;
    vm.ClosingRequest += (sender, e) => this.Close();
}