Solution 1:

You might want to take a look at the ItemsPanel property:

Gets or sets the template that defines the panel that controls the layout of items.

Example:

<ItemsControl>
    <ItemsControl.ItemsPanel>
        <ItemsPanelTemplate>
            <WrapPanel />
        </ItemsPanelTemplate>
    </ItemsControl.ItemsPanel>
</ItemsControl>

And you can set it in a Style as follows:

<Style TargetType="ItemsControl">
    <Setter Property="ItemsPanel">
      <Setter.Value>
            <ItemsPanelTemplate>
                <WrapPanel />
            </ItemsPanelTemplate>
        </Setter.Value>
    </Setter>
</Style>

Solution 2:

Don't forget definition of clue property IsItemsHost="True". Otherwise your ItemsControl won't show your items.

<ListBox ItemsSource="{Binding MyItemsSource}">
        <ItemsControl.ItemsPanel>
            <ItemsPanelTemplate >
                <WrapPanel IsItemsHost="True"/>
            </ItemsPanelTemplate>
        </ItemsControl.ItemsPanel>
    </ListBox>