public abstract class AbstractCity : ICity
{
    private string name;
    private Country country;
 
    public string Name
    {
        get { return name; }
        set
        {
            if (name != value)
            {
                name = value;
                if (PropertyChanged != null)
                    PropertyChanged(this, new PropertyChangedEventArgs("Name"));
            }
        }
    }
    public virtual Country Country
    {
        get
        {
           return country;
        }
        set
        {
            if (country != value)
            {
               country = value;
               ExecutePropertyChanged("Country");
            }
        }
    }
    public string this[string columnName]
    {
        get
        {
            switch (columnName)
            {
                case "Name":
                    return String.IsNullOrWhiteSpace(Name) ? "City name must be set" : String.Empty;
                case "Country":
                    return Country == null ? "Country must be set" : String.Empty;
                default:
                    return String.Empty;
            }
        }
    }
 
    public string Error
    {
        get { return this["Name"]; }
    }
 
    protected void ExecutePropertyChanged(string propertyName)
    {
        if (PropertyChanged != null)
            PropertyChanged(this, new PropertyChangedEventArgs(propertyName));
    }
 
    public event PropertyChangedEventHandler PropertyChanged;
}
 
public class CityNullCountry : AbstractCity { }

<TextBox  Grid.Column="1" Grid.Row="0" Text="{Binding Path=City.Name, ValidatesOnDataErrors=True, NotifyOnValidationError=True, UpdateSourceTrigger=PropertyChanged}"/>
<TextBox  Grid.Column="1" Grid.Row="1" HorizontalAlignment="Left" Width="250" Text="{Binding Path=City.Country.Code, Mode=OneWay, ValidatesOnDataErrors=True, NotifyOnValidationError=True}" IsReadOnly="True"/>
<ComboBox Grid.Column="1" Grid.Row="1" HorizontalAlignment="Right" Width="100" SelectedItem="{Binding Path=City.Country}" ItemsSource="{Binding Path=Countries}" DisplayMemberPath="Code"/>
<TextBox  Grid.Column="1" Grid.Row="2" Text="{Binding Path=City.Country.Name, ValidatesOnDataErrors=True, NotifyOnValidationError=True, Mode=OneWay}" IsReadOnly="True"/>

public class CityNullIsDefaultCountry : AbstractCity
{
    private Country country;
 
    protected DefaultsTable defaults = new DefaultsTable();
 
    public override Country Country
    {
        get
        {
            return defaults.GetObjectOrDefault(country, "Country");
        }
        set
        {
            if (country != value)
            {
                country = value;
                ExecutePropertyChanged("Country");
            }
        }
    }
}
 
public class DefaultsTable
{
    readonly Dictionary<string, object> defaults = new Dictionary<string, object>();
 
    public T GetObjectOrDefault<T>(T obj,  string propName) where T : class
    {
        if (obj != null)
            return obj;
 
        if (defaults.ContainsKey(propName))
            return (T)defaults[propName];
 
        T defaultObject = (T)Activator.CreateInstance(typeof(T));
 
        defaults.Add(propName, defaultObject);
 
        return defaultObject;
    }
}