I have a value converter that I use for this. It's geared toward binding to a property of the enum type which would be use for both the ItemsSource and SelectedItem:
<ComboBox ItemsSource="{Binding Path=Day, Converter={StaticResource EnumToListConverter}, ConverterParameter='Monday;Friday'}" SelectedItem="{Binding Day}"/>
It can also be used by directly referencing the enum:
<ComboBox ItemsSource="{Binding Source={x:Static sys:DayOfWeek.Sunday}, Converter={StaticResource EnumToListConverter}, ConverterParameter='Monday;Friday'}" Grid.Column="2"/>
Here's the converter code:
public class EnumToListConverter : IValueConverter
{
    public object Convert(object value, Type targetType, object parameter, CultureInfo culture)
    {
        if (!(value is Enum))
            return null;
        string filters = parameter == null ? String.Empty : parameter.ToString();
        IEnumerable enumList;
        string[] splitFilters = filters != null ? filters.Split(new[] { ';' }, StringSplitOptions.RemoveEmptyEntries) : new string[] { };
        List<string> removalList = new List<string>(splitFilters);
        Type enumType = value.GetType();
        Array allValues = Enum.GetValues(enumType);
        try
        {
            var filteredValues = from object enumVal in allValues
                                 where !removalList.Contains(Enum.GetName(enumType, enumVal))
                                 select enumVal;
            enumList = filteredValues;
        }
        catch (ArgumentNullException)
        {
            enumList = allValues;
        }
        catch (ArgumentException)
        {
            enumList = allValues;
        }
        return enumList;
    }
    public object ConvertBack(object value, Type targetType, object parameter, CultureInfo culture)
    {
        throw new NotImplementedException();
    }
}