myComboBox.setCellFactory(

        new Callback<ListView<String>, ListCell<String>>() {

            @Override

            public ListCell<String> call(ListView<String> param) {

                // TODO Auto-generated method stub

                final ListCell<String> cell=new ListCell<String>(){

                    public void updateItem(String item, boolean empty) {

                           super.updateItem(item, empty);

                            this.setText(null);

                            this.setGraphic(null);

                            if (!empty) {

                                Button b=new Button("X");

                                this.setGraphic(b);

                                this.setText(item);

                                 b.setOnMouseReleased(new EventHandler<Event>() {

                                    @Override

                                    public void handle(Event event) {

                                        // TODO Auto-generated method stub

                                        System.out.println(myComboBox.getItems().remove(item));

                                        System.out.println("I:"+item);

                                    }

                                });

                            }

                    }

                };

                return cell;

            }

    });