Bind to correct property.

src/Perspex.Themes.Default/DropDown.xaml

@@ -11,7 +11,7 @@
                 BorderThickness="{TemplateBinding BorderThickness}">
           <Grid ColumnDefinitions="*,Auto">
             <ContentPresenter Content="{TemplateBinding SelectionBoxItem}"
-                              DataContext="{TemplateBinding Content}" 
+                              DataContext="{TemplateBinding SelectionBoxItem}" 
                               Margin="{TemplateBinding Padding}"
                               HorizontalAlignment="Center"
                               VerticalAlignment="Center"/>

src/Perspex.Themes.Default/MenuItem.xaml

@@ -13,7 +13,7 @@
           <Grid ColumnDefinitions="22,13,*,20">
             <ContentPresenter Name="icon"
                               Content="{TemplateBinding Icon}"
-                              DataContext="{TemplateBinding Content}" 
+                              DataContext="{TemplateBinding Icon}" 
                               Width="16"
                               Height="16"
                               Margin="3"
@@ -27,7 +27,7 @@
                   VerticalAlignment="Center"/>
             <ContentPresenter Name="PART_HeaderPresenter"
                               Content="{TemplateBinding Header}"
-                              DataContext="{TemplateBinding Content}" 
+                              DataContext="{TemplateBinding Header}" 
                               Margin="{TemplateBinding Padding}"
                               VerticalAlignment="Center"
                               Grid.Column="2">
@@ -83,7 +83,7 @@
           <Panel>
             <ContentPresenter Name="PART_HeaderPresenter"
                               Content="{TemplateBinding Header}"
-                              DataContext="{TemplateBinding Content}" 
+                              DataContext="{TemplateBinding Header}" 
                               Margin="{TemplateBinding Padding}">
               <ContentPresenter.DataTemplates>
                 <DataTemplate DataType="sys:String">

src/Perspex.Themes.Default/TreeViewItem.xaml

@@ -13,7 +13,7 @@
                               BorderBrush="{TemplateBinding BorderBrush}"
                               BorderThickness="{TemplateBinding BorderThickness}"
                               Content="{TemplateBinding Header}"
-                              DataContext="{TemplateBinding Content}" 
+                              DataContext="{TemplateBinding Header}" 
                               Padding="{TemplateBinding Padding}"
                               TemplatedControl.IsTemplateFocusTarget="True"
                               Grid.Column="1"/>