Grouping Windows Forms Radiobuttons with different parent controls in C#

I'm afraid you'll have to handle this manually... It's not so bad actually, you can probably just store all the RadioButton in a list, and use a single event handler for all of them:

private List<RadioButton> _radioButtonGroup = new List<RadioButton>();
private void radioButton_CheckedChanged(object sender, EventArgs e)
{
    RadioButton rb = (RadioButton)sender;
    if (rb.Checked)
    {
        foreach(RadioButton other in _radioButtonGroup)
        {
            if (other == rb)
            {
                continue;
            }
            other.Checked = false;
        }
    }
}

I agree with @JonH - using tags is the cleanest way to do that (imho)

  private void FormLoad(object sender, EventArgs e)
  {
     radioCsv.Tag = DataTargetTypes.CsvFile;
     radioTabbed.Tag = DataTargetTypes.TxtFile;
     radioSas.Tag = DataTargetTypes.SasFile;
  }

  private void RadioButtonCheckedChanged(object sender, EventArgs e)
  {
     var radio = (RadioButton) sender;
     this.DataDestinationType = (DataTargetTypes)radio.Tag;
  }