public event EventHandler<DiagramShowingOpenDialogEventArgs> ShowingOpenDialog

Public Event ShowingOpenDialog As EventHandler(Of DiagramShowingOpenDialogEventArgs)

<dx:DXWindow x:Class="DXDiagram.CustomDiagramStorage.MainWindow"
        xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
        xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
        xmlns:dx="http://schemas.devexpress.com/winfx/2008/xaml/core"
        xmlns:dxmvvm="http://schemas.devexpress.com/winfx/2008/xaml/mvvm"
        xmlns:dxb="http://schemas.devexpress.com/winfx/2008/xaml/bars"
        xmlns:dxe="http://schemas.devexpress.com/winfx/2008/xaml/editors"
        xmlns:dxdiag="http://schemas.devexpress.com/winfx/2008/xaml/diagram"
        Title="MainWindow" Height="800" Width="1400" Loaded="OnLoaded" WindowStartupLocation="CenterScreen">
    <Window.Resources>
        <Style x:Key="DialogWindowStyle" TargetType="dx:DXWindow">
            <Setter Property="WindowStyle" Value="ToolWindow"/>
            <Setter Property="Width" Value="250"/>
            <Setter Property="Height" Value="300"/>
        </Style>
    </Window.Resources>
    <dxmvvm:Interaction.Behaviors>
        <dx:DialogService Name="openDialogService" DialogWindowStartupLocation="CenterScreen" DialogStyle="{StaticResource DialogWindowStyle}">
            <dx:DialogService.ViewTemplate>
                <DataTemplate>
                    <ListBox ItemsSource="{Binding Names}" SelectedItem="{Binding SelectedName}"/>
                </DataTemplate>
            </dx:DialogService.ViewTemplate>
        </dx:DialogService>
        <dx:DialogService Name="saveDialogService" DialogWindowStartupLocation="CenterScreen" DialogStyle="{StaticResource DialogWindowStyle}">
            <dx:DialogService.ViewTemplate>
                <DataTemplate>
                    <Grid>
                        <Grid.RowDefinitions>
                            <RowDefinition Height="Auto"/>
                            <RowDefinition Height="*"/>
                        </Grid.RowDefinitions>
                        <dxe:TextEdit Text="{Binding SelectedName, UpdateSourceTrigger=PropertyChanged}"/>
                        <ListBox Grid.Row="1" ItemsSource="{Binding Names}" SelectedItem="{Binding SelectedName}"/>
                    </Grid>
                </DataTemplate>
            </dx:DialogService.ViewTemplate>
        </dx:DialogService>
    </dxmvvm:Interaction.Behaviors>
    <Grid>
        <dxdiag:DiagramDesignerControl x:Name="diagram" 
                                       SelectedStencils="BasicShapes,ArrowShapes"
                                       ShowingOpenDialog="OnShowingOpenDialog"
                                       CustomLoadDocument="OnCustomLoadDocument"
                                       ShowingSaveDialog="OnShowingSaveDialog"
                                       CustomSaveDocument="OnCustomSaveDocument"/>
    </Grid>
</dx:DXWindow>

Imports DevExpress.Diagram.Core
Imports DevExpress.Xpf.Core
Imports DevExpress.Xpf.Diagram
Imports System
Imports System.Collections.Generic
Imports System.Data.Entity
Imports System.IO
Imports System.Linq
Imports System.Text
Imports System.Threading.Tasks
Imports System.Windows

Namespace DXDiagram.CustomDiagramStorage
    Friend Class DiagramStorageInitializer
        Inherits DropCreateDatabaseIfModelChanges(Of DiagramStorage)

        Protected Overrides Sub Seed(ByVal storage As DiagramStorage)
            MyBase.Seed(storage)
            Dim diagram = New DiagramControl()
            For i As Integer = 0 To 4
                diagram.Items.Add(New DiagramShape() With {.Position = New Point(200, 100 + i * 100), .Width = 100, .Height = 50, .Content = "Item " & (i + 1).ToString()})
                If i = 0 Then
                    Continue For
                End If
                Using stream = New MemoryStream()
                    diagram.SaveDocument(stream)
                    Dim diagramData = New DiagramData() With {.Name = (i + 1).ToString() & " items", .Data = stream.ToArray()}
                    storage.DiagramData.Add(diagramData)
                End Using
            Next i
            storage.SaveChanges()
        End Sub
    End Class
End Namespace

Imports System
Imports System.Collections.Generic
Imports System.Data.Entity
Imports System.Linq
Imports System.Text
Imports System.Threading.Tasks

Namespace DXDiagram.CustomDiagramStorage
    Public Class DiagramStorage
        Inherits DbContext

        Public Property DiagramData() As DbSet(Of DiagramData)
    End Class
    Public Class DiagramData
        Public Property Id() As Integer
        Public Property Name() As String
        Public Property Data() As Byte()
    End Class
End Namespace

Imports System
Imports System.Collections.Generic
Imports System.Linq
Imports System.Text
Imports System.Windows
Imports System.Windows.Controls
Imports System.Windows.Data
Imports System.Windows.Documents
Imports System.Windows.Input
Imports System.Windows.Media
Imports System.Windows.Media.Imaging
Imports System.Windows.Navigation
Imports System.Windows.Shapes
Imports DevExpress.Xpf.Core
Imports DevExpress.Diagram.Core
Imports DevExpress.Mvvm
Imports DevExpress.Mvvm.POCO
Imports System.IO

Namespace DXDiagram.CustomDiagramStorage
    ''' <summary>
    ''' Interaction logic for MainWindow.xaml
    ''' </summary>
    Partial Public Class MainWindow
        Inherits DXWindow

        Public Sub New()
            InitializeComponent()
        End Sub

        Private Sub OnLoaded(ByVal sender As Object, ByVal e As RoutedEventArgs)
            Dispatcher.BeginInvoke(New Action(AddressOf diagram.OpenFile))
        End Sub

        Private Sub OnShowingOpenDialog(ByVal sender As Object, ByVal e As DevExpress.Xpf.Diagram.DiagramShowingOpenDialogEventArgs)
            Dim viewModel = SelectDiagramViewModel.Create()
            Dim result = openDialogService.ShowDialog(MessageButton.OKCancel, "Choose a diagram to open", viewModel)
            If result = MessageResult.OK Then
                e.DocumentSourceToOpen = viewModel.SelectedName
            Else
                e.Cancel = True
            End If
        End Sub

        Private Sub OnCustomLoadDocument(ByVal sender As Object, ByVal e As DevExpress.Xpf.Diagram.DiagramCustomLoadDocumentEventArgs)
            If e.DocumentSource Is Nothing Then
                diagram.NewDocument()
                Return
            End If
            Dim storage = New DiagramStorage()
            Dim diagramInfo = storage.DiagramData.FirstOrDefault(Function(x) x.Name = CStr(e.DocumentSource))
            If diagramInfo IsNot Nothing Then
                diagram.LoadDocument(New MemoryStream(diagramInfo.Data))
            End If
            e.Handled = True
        End Sub

        Private Sub OnShowingSaveDialog(ByVal sender As Object, ByVal e As DevExpress.Xpf.Diagram.DiagramShowingSaveDialogEventArgs)
            Dim viewModel = SelectDiagramViewModel.Create()
            viewModel.SelectedName = CStr(diagram.DocumentSource)
            Dim result = saveDialogService.ShowDialog(MessageButton.OKCancel, "Choose a save location", viewModel)
            If result = MessageResult.OK Then
                e.DocumentSourceToSave = viewModel.SelectedName
            Else
                e.Cancel = True
            End If
        End Sub

        Private Sub OnCustomSaveDocument(ByVal sender As Object, ByVal e As DevExpress.Xpf.Diagram.DiagramCustomSaveDocumentEventArgs)
            Dim storage = New DiagramStorage()
            Dim diagramInfo = storage.DiagramData.FirstOrDefault(Function(x) x.Name = CStr(e.DocumentSource))
            If diagramInfo Is Nothing Then
                diagramInfo = New DiagramData() With {.Name = CStr(e.DocumentSource)}
                storage.DiagramData.Add(diagramInfo)
            End If
            Dim stream = New MemoryStream()
            diagram.SaveDocument(stream)
            diagramInfo.Data = stream.ToArray()
            storage.SaveChanges()
            e.Handled = True
        End Sub
    End Class
    Public Class SelectDiagramViewModel
        Public Shared Function Create() As SelectDiagramViewModel
            Return ViewModelSource.Create(Function() New SelectDiagramViewModel())
        End Function
        Protected Sub New()
            Dim storage = New DiagramStorage()
            Names = storage.DiagramData.Select(Function(x) x.Name).ToArray()
            SelectedName = Names.FirstOrDefault()
        End Sub
        Private privateNames As String()
        Public Property Names() As String()
            Get
                Return privateNames
            End Get
            Private Set(ByVal value As String())
                privateNames = value
            End Set
        End Property
        Public Overridable Property SelectedName() As String
    End Class
End Namespace

using DevExpress.Diagram.Core;
using DevExpress.Xpf.Core;
using DevExpress.Xpf.Diagram;
using System;
using System.Collections.Generic;
using System.Data.Entity;
using System.IO;
using System.Linq;
using System.Text;
using System.Threading.Tasks;
using System.Windows;

namespace DXDiagram.CustomDiagramStorage {
    class DiagramStorageInitializer : DropCreateDatabaseIfModelChanges<DiagramStorage> {
        protected override void Seed(DiagramStorage storage) {
            base.Seed(storage);
            var diagram = new DiagramControl();
            for(int i = 0; i < 5; i++) {
                diagram.Items.Add(new DiagramShape() {
                    Position = new Point(200, 100 + i * 100),
                    Width = 100,
                    Height = 50,
                    Content = "Item " + (i + 1).ToString(),
                });
                if(i == 0)
                    continue;
                using(var stream = new MemoryStream()) {
                    diagram.SaveDocument(stream);
                    var diagramData = new DiagramData() {
                        Name = (i + 1).ToString() + " items",
                        Data = stream.ToArray(),
                    };
                    storage.DiagramData.Add(diagramData);
                }
            }
            storage.SaveChanges();
        }
    }
}

using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;
using System.Windows;
using System.Windows.Controls;
using System.Windows.Data;
using System.Windows.Documents;
using System.Windows.Input;
using System.Windows.Media;
using System.Windows.Media.Imaging;
using System.Windows.Navigation;
using System.Windows.Shapes;
using DevExpress.Xpf.Core;
using DevExpress.Diagram.Core;
using DevExpress.Mvvm;
using DevExpress.Mvvm.POCO;
using System.IO;

namespace DXDiagram.CustomDiagramStorage {
    /// <summary>
    /// Interaction logic for MainWindow.xaml
    /// </summary>
    public partial class MainWindow : DXWindow {
        public MainWindow() {
            InitializeComponent();
        }

        private void OnLoaded(object sender, RoutedEventArgs e) {
            Dispatcher.BeginInvoke(new Action(diagram.OpenFile));
        }

        private void OnShowingOpenDialog(object sender, DevExpress.Xpf.Diagram.DiagramShowingOpenDialogEventArgs e) {
            var viewModel = SelectDiagramViewModel.Create();
            var result = openDialogService.ShowDialog(MessageButton.OKCancel, "Choose a diagram to open", viewModel);
            if(result == MessageResult.OK)
                e.DocumentSourceToOpen = viewModel.SelectedName;
            else
                e.Cancel = true;
        }

        private void OnCustomLoadDocument(object sender, DevExpress.Xpf.Diagram.DiagramCustomLoadDocumentEventArgs e) {
            if(e.DocumentSource == null) {
                diagram.NewDocument();
                return;
            }
            var storage = new DiagramStorage();
            var diagramInfo = storage.DiagramData.FirstOrDefault(x => x.Name == (string)e.DocumentSource);
            if(diagramInfo != null)
                diagram.LoadDocument(new MemoryStream(diagramInfo.Data));
            e.Handled = true;
        }

        private void OnShowingSaveDialog(object sender, DevExpress.Xpf.Diagram.DiagramShowingSaveDialogEventArgs e) {
            var viewModel = SelectDiagramViewModel.Create();
            viewModel.SelectedName = (string)diagram.DocumentSource;
            var result = saveDialogService.ShowDialog(MessageButton.OKCancel, "Choose a save location", viewModel);
            if(result == MessageResult.OK)
                e.DocumentSourceToSave = viewModel.SelectedName;
            else
                e.Cancel = true;
        }

        private void OnCustomSaveDocument(object sender, DevExpress.Xpf.Diagram.DiagramCustomSaveDocumentEventArgs e) {
            var storage = new DiagramStorage();
            var diagramInfo = storage.DiagramData.FirstOrDefault(x => x.Name == (string)e.DocumentSource);
            if(diagramInfo == null) {
                diagramInfo = new DiagramData() { Name = (string)e.DocumentSource };
                storage.DiagramData.Add(diagramInfo);
            }
            var stream = new MemoryStream();
            diagram.SaveDocument(stream);
            diagramInfo.Data = stream.ToArray();
            storage.SaveChanges();
            e.Handled = true;
        }
    }
    public class SelectDiagramViewModel {
        public static SelectDiagramViewModel Create() {
            return ViewModelSource.Create(() => new SelectDiagramViewModel());
        }
        protected SelectDiagramViewModel() {
            var storage = new DiagramStorage();
            Names = storage.DiagramData.Select(x => x.Name).ToArray();
            SelectedName = Names.FirstOrDefault();
        }
        public string[] Names { get; private set; }
        public virtual string SelectedName { get; set; }
    }
}

using System;
using System.Collections.Generic;
using System.Data.Entity;
using System.Linq;
using System.Text;
using System.Threading.Tasks;

namespace DXDiagram.CustomDiagramStorage {
    public class DiagramStorage : DbContext {
        public DbSet<DiagramData> DiagramData { get; set; }
    }
    public class DiagramData {
        public int Id { get; set; }
        public string Name { get; set; }
        public byte[] Data { get; set; }
    }
}