'Datenquelle
    Dim dt As New DataTable
    With dt
       .Columns.Add("SP1", GetType(String))
       .Columns.Add("SP2", GetType(Integer))
       .Rows.Add("a", 1)
       .Rows.Add("b", 2)
    End With
 
    With DataGridView1
       .AutoGenerateColumns = False
       'Bindung
       .DataSource = dt
 
       For i As Integer = 0 To dt.Columns.Count - 1
          'neue ComboBoxColumn erstellen
          Dim cbc As New DataGridViewComboBoxColumn
          'einrichten
          With cbc
             .DataPropertyName = dt.Columns(i).ColumnName
             .DisplayStyleForCurrentCellOnly = True
             .DefaultCellStyle.Font = New Drawing.Font("Arial", 14)
 
             'Werte in Comboliste (die Werte in der Datenspalte 
             'müssen in Liste enthalten sein)
             If i = 0 Then .Items.AddRange("a", "b", "c", "d")
             If i = 1 Then .Items.AddRange(1, 2, 3, 4, 5, 6, 7)
             'Alternative z.B. 
             '.DisplayMember = .DataPropertyName
             '.DataSource = dt
          End With
          'Spalte anhängen
          .Columns.Add(cbc)
       Next i
    End With