Filtering DataGridView without changing datasource

A simpler way is to transverse the data, and hide the lines with the Visible property.

// Prevent exception when hiding rows out of view
CurrencyManager currencyManager = (CurrencyManager)BindingContext[dataGridView3.DataSource];
currencyManager.SuspendBinding();

// Show all lines
for (int u = 0; u < dataGridView3.RowCount; u++)
{
    dataGridView3.Rows[u].Visible = true;
    x++;
}

// Hide the ones that you want with the filter you want.
for (int u = 0; u < dataGridView3.RowCount; u++)
{
    if (dataGridView3.Rows[u].Cells[4].Value == "The filter string")
    {
        dataGridView3.Rows[u].Visible = true;
    }
    else
    {
        dataGridView3.Rows[u].Visible = false;
    }
}

// Resume data grid view binding
currencyManager.ResumeBinding();

Just an idea... it works for me.

I developed a generic statement to apply the filter:

string rowFilter = string.Format("[{0}] = '{1}'", columnName, filterValue);
(myDataGridView.DataSource as DataTable).DefaultView.RowFilter = rowFilter;

The square brackets allow for spaces in the column name.

Additionally, if you want to include multiple values in your filter, you can add the following line for each additional value:

rowFilter += string.Format(" OR [{0}] = '{1}'", columnName, additionalFilterValue);

I just spent an hour on a similar problem. For me the answer turned out to be embarrassingly simple.

(dataGridViewFields.DataSource as DataTable).DefaultView.RowFilter = string.Format("Field = '{0}'", textBoxFilter.Text);

For those of you who have implemented the checked answer yet still getting the error

(Object reference not set to an instance of an object)

As was mentioned in the comments, maybe the DataGridView's data source is not of the type DataTable, but if it is, try to assign the data table to the DataGridView's data source again. In my case, I assigned the data table to the DataGridView in FormLoad() and when I write this code

(dataGridViewFields.DataSource as DataTable).DefaultView.RowFilter = string.Format("Field = '{0}'", textBoxFilter.Text);

it was giving me the error I mentioned above. So, I reassigned the data table to the dgv again. So the code was something like

dataGridViewFields.DataSource = Dt;
(dataGridViewFields.DataSource as DataTable).DefaultView.RowFilter = string.Format("Field = '{0}'", textBoxFilter.Text);

And it worked.