Possible Duplicate:
How can I assign the 'Close on Escape-key press' behavior to all WPF windows within a project?
Option 1
Use Button.IsCancel property.
When you set the IsCancel property of a button to true, you create a Button that is registered with the AccessKeyManager. The button is then activated when a user presses the ESC key.
However, this works properly only for Dialogs.
Option2
You add a handler to PreviewKeyDown on the window if you want to close windows on Esc press.
public MainWindow()
{
    InitializeComponent();
    this.PreviewKeyDown += new KeyEventHandler(HandleEsc);
}
private void HandleEsc(object sender, KeyEventArgs e)
{
    if (e.Key == Key.Escape)
        Close();
}