contextProxy.SavingChanges += new EventHandler(context_SavingChanges);

  void context_SavingChanges(object sender, EventArgs e)
        {
            ObjectContext context = sender as ObjectContext;
            if (context != null)
            {               
                foreach (ObjectStateEntry entry in                    context.ObjectStateManager.GetObjectStateEntries(EntityState.Deleted))
                {
                    lock (this)
                    {
                         
                    if ((entry.Entity.GetType() == typeof(MyEntity))) 
                        {
                    MyEntity objectDeleted = entry.Entity as MyEntity;

context.DeleteObject(AnotherObject);

         context.SaveChanges();                   
                        }
                    }
                }
            }
            
           
        }