All objects in Microsoft .NET Framework managed code go through a similar set of stages of life, creation, use, and destruction. Many objects also have a finalization stage of life that occurs as part of the destruction phase. WPF objects, more specifically the visual objects that WPF identifies as elements, also have a set of common stages of object life. The WPF programming and application models expose these stages as a series of events. There are four main types of objects in WPF with respect to lifetime events; elements in general, window elements, navigation hosts, and application objects. Windows and navigation hosts are also within the larger grouping of visual objects (elements).

…

Any WPF framework-level element (those objects deriving from either FrameworkElement or FrameworkContentElement) has three common lifetime events: Initialized, Loaded, and Unloaded.

…

Building on the common lifetime events for elements are the following application model elements: Application, Window, Page, NavigationWindow, and Frame. These extend the common lifetime events with additional events that are relevant to their specific purpose.

[http://msdn.microsoft.com/en-us/library/ms754221.aspx]