public class ScrollDataGridView : DataGridView
{
    private const int WM_HSCROLL = 0x0114,
                      WM_VSCROLL = 0x0115;

    NativeScrollBar nsb;
    protected override void OnHandleCreated(EventArgs e)
    {
        base.OnHandleCreated(e);
        if (this.Site == null)
        {
            this.nsb = new NativeScrollBar(this);
        }
    }
    protected override void OnHandleDestroyed(EventArgs e)
    {
        base.OnHandleDestroyed(e);
        if (this.nsb != null)
        {
            this.nsb.DestroyHandle();
        }
    }
    protected override void WndProc(ref Message m)
    {
        switch (m.Msg)
        {
            case WM_VSCROLL:
                if (m.LParam != this.VerticalScrollBar.Handle && this.VerticalScrollBar.Visible)
                {
                    Control.ReflectMessage(this.VerticalScrollBar.Handle, ref m);
                }
                break;
            case WM_HSCROLL:
                if (m.LParam != this.HorizontalScrollBar.Handle && this.HorizontalScrollBar.Visible)
                {
                    Control.ReflectMessage(this.HorizontalScrollBar.Handle, ref m);
                }
                break;
        }
        base.WndProc(ref m);
    }
}
public class NativeScrollBar : NativeWindow
{
    public NativeScrollBar(Control parent)
    {

        CreateParams cp = new CreateParams();

        // Fill in the CreateParams details.
        cp.Caption = String.Empty;
        cp.ClassName = "SCROLLBAR";

        // Set the position of the scrollbar so that it is offscreen
        cp.X = -1000;
        cp.Y = -1000;
        cp.Height = 100;
        cp.Width = 100;

        // Create as a child of the specified parent
        cp.Parent = parent.Handle;
        cp.Style = WS_VISIBLE | SBS_VERT | WS_CHILD;

        IntPtr modHandle = NativeScrollBar.GetModuleHandle(null);

        IntPtr handleCreated = IntPtr.Zero;
        int lastWin32Error = 0;
        try
        {
            // Create the actual scrollbar window
            handleCreated = NativeScrollBar.CreateWindowEx(cp.ExStyle, cp.ClassName,
                                                              cp.Caption, cp.Style, cp.X, cp.Y, cp.Width, cp.Height, new HandleRef(cp, cp.Parent), new HandleRef(null, IntPtr.Zero),
                                                              new HandleRef(null, modHandle), cp.Param);
            lastWin32Error = Marshal.GetLastWin32Error();
        }
        catch (NullReferenceException e)
        {
            throw new OutOfMemoryException("Could not create Native Window");
        }
        if (handleCreated == IntPtr.Zero)
        {
            throw new Win32Exception(lastWin32Error, "System error creating Native Window");
        }

        // Now assign the NativeWindow handle to the native scroll bar
        this.AssignHandle(handleCreated);

    }

    // Constant values were found in the "windows.h" header file.
    private const int WS_CHILD = 0x40000000,
                      WS_VISIBLE = 0x10000000,
                      SBS_HORZ = 0x0000,
                      SBS_VERT = 0x0001;
    [DllImport("USER32.DLL", EntryPoint = "CreateWindowEx", CharSet = CharSet.Auto, SetLastError = true)]
    private static extern IntPtr CreateWindowEx(int dwExStyle, string lpszClassName,
                                               string lpszWindowName, int style, int x, int y, int width, int height,
                                               HandleRef hWndParent, HandleRef hMenu, HandleRef hInst, [MarshalAs(UnmanagedType.AsAny)] object pvParam);
    [DllImport("KERNEL32.DLL", CharSet = CharSet.Auto)]
    private static extern IntPtr GetModuleHandle(string modName);

}