<ComboBox>
<ComboBox.ItemsPanel>
<ItemsPanelTemplate>
<VirtualizingStackPanel />
</ItemsPanelTemplate>
</ComboBox.ItemsPanel>
...
</ComboBox>
If you are writing C#, add:
comboBox.ItemsPanel = new ItemsPanelTemplate(new FrameworkElementFactory(typeof(VirtualizingStackPanel)));
Thanks to Henry Hahn for the XAML code I started from. Reading the C# version, I am reminded of the Hammer Factory joke.