Application-modal Windows/Dialog Boxes
In Windows SDK programming, I believe modal dialog boxes were automatically application-modal - they prevented you from interacting with *any* other application window until they were dismissed. In WPF, there is, amazingly, no way to do this. Modal windows in WPF are only modal to their parent/owner window. If you have an application with multiple windows independent windows, and you want to put up a dialog box that is modal to all of them, you have a lot of work to do to manually prevent all of your other windows from activating until your modal dialog is dismissed. This is basic stuff.
Daniel Johnson commented
I find that WPF works very like Win32, Windows Forms, etc: if you use ShowDialog, it blocks access to all windows for the same thread. If you spawn more than one UI thread, those other windows are still accessible.