Is Telerik by any chance working on a built-in merged columns functionality? The existing suggested work-arounds are ok, but it forces you to use a TemplateColumn, thus losing the benefits of the many strongly-typed columns Telerik has created and it also doesn't work in various scenarios (such as with frozen columns). I'm sure it is more complicated than simply adding a new "item" type above the header item, but this functionality really only consists of grapical representation of spanned columns. Ideally, each column might have a "ColumnGroup" property which defines which columns are grouped together. Or, it might be even more logical for telerik to create a "ColumnGroups collection under the mastertableView like so...
<MasterTableView>
<ColumnGroup UniqueName="Something" Header Text="Whatever" Tooltip="Something Cool">
<Columns>
<Column....
</Columns>
</ColumnGroup>
<ColumnGroup UniqueName="SomethingElse" Header Text="Whatever Else">
<Columns>
<Column....
</Columns>
</ColumnGroup>
</MasterTableView>
<MasterTableView>
<ColumnGroup UniqueName="Something" Header Text="Whatever" Tooltip="Something Cool">
<Columns>
<Column....
</Columns>
</ColumnGroup>
<ColumnGroup UniqueName="SomethingElse" Header Text="Whatever Else">
<Columns>
<Column....
</Columns>
</ColumnGroup>
</MasterTableView>