The Infragistics UltraGrid allows you to bind to hierarchical data. However, I didn't get the results I was expecting when I called SetBinding with a band collection that I created at design time. In my particular case the results of the child band included all of the columns from the child table. I had expected only a small subset based on the child band I had defined.
The problem is that the Key property for the child band needs to be the name of the Relation and not the name of the DataTable. Hopefully, this will help someone else out.