Here is how to do it:
public class Product
    {
        public int ProductID { get; set; }
        public string Name { get; set; }        
    }
    public class Category
    {
        public int CategoryID { get; set; }
        public string Name { get; set; }
        public List<Product> Products { get; set; }
    }
 

XAML:

<data:DataGrid x:Name="theGrid"                 
                       AutoGenerateColumns="True" 
                       RowDetailsVisibility="VisibleWhenSelected"
                       HeadersVisibility="All"                      
                       >           
            <data:DataGrid.RowDetailsTemplate>
                <DataTemplate>                                                                           
                    <data:DataGrid Height="100" ItemsSource="{Binding Products}" AutoGenerateColumns="True" HeadersVisibility="Column"></data:DataGrid>                                            
                </DataTemplate>
            </data:DataGrid.RowDetailsTemplate>
        </data:DataGrid>
 

Code to test:
            List<Category> Categories = new List<Category>();
            for (int i = 1; i < 11; i++)
            {
                Category cat = new Category { CategoryID = i, Name = "Category" + i };
                cat.Products = new List<Product>();
                for (int j = 1; j < 6; j++)
                {
                    Product p = new Product { ProductID = (i * j), Name = "Product " + (i * j).ToString() };
                    cat.Products.Add(p);
                }
                Categories.Add(cat);
            }


            theGrid.ItemsSource = Categories;