Private lstAnzeige As New List(Of Anzeige)

For count As Integer = 0 To lstAnzeige.Count - 1
  ...
  Me.Controls.Add(lstAnzeige(count)) 
  AddHandler lstAnzeige(count).Click, AddressOf AnzeigeClick
Next
 
...
 
Private Sub AnzeigeClick(ByVal sender As Object, ByVal e As EventArgs)
  MessageBox.Show("...")
End Sub