Thought I'd post this just in case someone else comes across this problem:

<Button Command="ApplicationCommands.Save">Apply</Button>

This works as expected if the button is on a toolbar or the command is on a menu item.

But if it's just a button on a form the command binding:

CommandBinding SaveCmdBinding = new CommandBinding(ApplicationCommands.Save,
                                                   SaveCmdExecuted,
                                                   SaveCmdCanExecute);
CommandBindings.Add(SaveCmdBinding);

Only appears to walk the visual tree of the button and not the visual tree of the item with focus. Setting Focusable="False" on the button doesn't fix this :(

So the command needs to be bound to a parent of the button.

If I find a fix for this I'll report it. If you know of one, I'd love to here about it.