DataGridView e ComboBox code example
Example: add combobox in datagridview vb.net
'To work as expected, set DataGridView AutoGenerateColumns to False
'end set all columns using your code, after DataGridView datasource property
Dim cmb As New DataGridViewComboBoxColumn()
cmb.HeaderText = "Options"
cmb.Name = "Col"
cmb.MaxDropDownItems = 2 'if needed
cmb.Items.Add("option 1")
cmb.Items.Add("option 2")
DataGridView1.Columns.Add(cmb)