With ListBox1
    .MultiColumn = True
    .IntegralHeight = False
    .Font = New Font(.Font.FontFamily, 14.0F)
    .ColumnWidth = CInt(Math.Ceiling(.Font.Size))
    .Size = New Size((.ColumnWidth * 4), 200)
End With
 
Dim arr1 As String() = {"1", "2", "3", "4", "5", "6", "7", "8"}
Dim arr2 As String() = {"4", "5", "6", "6", "4", "5", "5", "5"}
Dim arr3 As String() = {"7", "8", "9", "9", "9", "9", "9", "9"}
 
ListBox1.Items.AddRange(arr1)
ListBox1.Items.AddRange(arr2)
ListBox1.Items.AddRange(arr3)

With ListView1
    .Font = New Font(.Font.FontFamily, 12.25F)
    .View = View.LargeIcon
    .LabelWrap = True
End With
 
Dim str1 As String = String.Join(ControlChars.Lf, {"1", "2", "3", "4", "5", "6", "7", "8"})
Dim str2 As String = String.Join(ControlChars.Lf, {"4", "5", "6", "6", "4", "5", "5", "5"})
Dim str3 As String = String.Join(ControlChars.Lf, {"7", "8", "9", "9", "9", "9", "9", "9"})
 
Dim item1 As New ListViewItem(str1)
Dim item2 As New ListViewItem(str2)
Dim item3 As New ListViewItem(str3)
 
ListView1.Items.AddRange({item1, item2, item3})

With DataGridView1
    .Columns.Add("Column1", "")
    .Columns.Add("Column2", "")
    .Columns.Add("Column3", "")
 
    .Font = New Font(.Font.FontFamily, 12.25F)
    .AutoSizeRowsMode = DataGridViewAutoSizeRowsMode.AllCells
    .DefaultCellStyle.Alignment = DataGridViewContentAlignment.MiddleCenter
    .DefaultCellStyle.WrapMode = DataGridViewTriState.True
End With
 
Dim str1 As String = String.Join(ControlChars.Lf, {"1", "2", "3", "4", "5", "6", "7", "8"})
Dim str2 As String = String.Join(ControlChars.Lf, {"4", "5", "6", "6", "4", "5", "5", "5"})
Dim str3 As String = String.Join(ControlChars.Lf, {"7", "8", "9", "9", "9", "9", "9", "9"})
 
DataGridView1.Rows.Add({str1, str2, str3})

La verdad es que no entiendo como no se puede. Como aquí en la primera columna:




Lo intenté con API, con SendMessage, y probando conseguí cosas interesantes pero no eso.

• http://pastebin.com/sp1CfSJc
• http://foro.elhacker.net/net/listview_con_progress_downloader-t418867.0.html;msg1956380#msg1956380

• Owner Drawing in Windows Forms Controls
  Creating a Windows Form User Control - MSDN - Microsoft

Public Class Form1
    Dim DataGridView1 As New DataGridView
    Sub New()
        ' Llamada necesaria para el diseñador.
        InitializeComponent()
        ' Agregue cualquier inicialización después de la llamada a InitializeComponent().
        Me.Controls.Add(Me.DataGridView1)
    End Sub
    Private Sub Form1_Load(sender As Object, e As EventArgs) Handles MyBase.Load
        With DataGridView1
            .DefaultCellStyle.WrapMode = DataGridViewTriState.True
            .RowHeadersVisible = False
            .ColumnHeadersVisible = False
            .ReadOnly = True
            .RowCount = 1
            .AutoSizeRowsMode = DataGridViewAutoSizeRowsMode.DisplayedCells
            ' .AutoSizeColumnsMode = DataGridViewAutoSizeColumnsMode.DisplayedCells
            .MultiSelect = True
            .ClipboardCopyMode = DataGridViewClipboardCopyMode.EnableWithoutHeaderText 'Permite copiar el texto
            .RowsDefaultCellStyle.Alignment = DataGridViewContentAlignment.MiddleCenter 'coloca los valores en el centro
            .Size = New Size(New Point(400, 235))
        End With
        'Configuración de las cabeceras de las columna
        With DataGridView1.ColumnHeadersDefaultCellStyle
            .Font = New Font("Lucida Console Unicode", FontStyle.Bold)
            .Alignment = DataGridViewContentAlignment.MiddleCenter 'coloca el texto en el centro
        End With
 
        Dim nvars As Integer = 20
        DataGridView1.ColumnCount = nvars
        Task.Factory.StartNew(Sub()
                                  For I As Integer = 0 To nvars - 1
                                      Dim Integ As Integer = I
                                      Me.Invoke(DirectCast(Sub()
 
                                                               DataGridView1.Columns(Integ).Width = 30
                                                               DataGridView1.Item(Integ, 0).Value = Serie1()
 
                                                               System.Threading.Thread.Sleep(50)
                                                           End Sub, MethodInvoker))
 
                                  Next
                              End Sub)
 
    End Sub
    Public Function Serie1() As String
        Dim col(16) As String
        Dim Rand As New Random
        For index As Integer = 1 To col.Count - 1
            col(index) = CStr(Rand.Next(0, 16))
        Next
        Return CStr(String.Join(Environment.NewLine, col).Trim)
    End Function
End Class
 
 

DataGridView1.AutoSizeColumnsMode = DataGridViewAutoSizeColumnsMode.DisplayedCells

 
   DataGridView1.DefaultCellStyle.Padding = New Padding(5, 2, 5, 2)
            DataGridView1.AutoSizeColumnsMode = DataGridViewAutoSizeColumnsMode.DisplayedCells
 

Public Class Form1
    Dim DataGridView1 As New DataGridView
    Sub New()
        ' Llamada necesaria para el diseñador.
        InitializeComponent()
        ' Agregue cualquier inicialización después de la llamada a InitializeComponent().
        Me.Controls.Add(Me.DataGridView1)
    End Sub
    Private Sub Form1_Load(sender As Object, e As EventArgs) Handles MyBase.Load
        With DataGridView1
 
            .DefaultCellStyle.WrapMode = DataGridViewTriState.True
            .RowHeadersVisible = False
            .ColumnHeadersVisible = False
            .ReadOnly = True
            .RowCount = 1
            .AutoSizeRowsMode = DataGridViewAutoSizeRowsMode.DisplayedCells
            .DefaultCellStyle.Padding = New Padding(5, 2, 5, 2)
            .AutoSizeColumnsMode = DataGridViewAutoSizeColumnsMode.DisplayedCells
            .MultiSelect = True
            .ClipboardCopyMode = DataGridViewClipboardCopyMode.EnableWithoutHeaderText 'Permite copiar el texto
            .RowsDefaultCellStyle.Alignment = DataGridViewContentAlignment.MiddleCenter 'coloca los valores en el centro
            .Size = New Size(New Point(400, 240))
        End With
 
        Dim nvars As Integer = 20
        DataGridView1.ColumnCount = nvars
        Task.Factory.StartNew(Sub()
                                  For I As Integer = 0 To nvars - 1
                                      Dim Integ As Integer = I
                                      Me.Invoke(DirectCast(Sub()
                                                               DataGridView1.Item(Integ, 0).Value = Serie1()
                                                               System.Threading.Thread.Sleep(50)
                                                           End Sub, MethodInvoker))
 
                                  Next
                              End Sub)
 
    End Sub
    Public Function Serie1() As String
        Dim col(16) As String
        Dim Rand As New Random
        For index As Integer = 1 To col.Count - 1
            col(index) = CStr(Rand.Next(0, 16).ToString("00"))
        Next
        Return CStr(String.Join(Environment.NewLine, col).TrimStart)
    End Function
End Class
 

Public Class RandomSequence
 
    Protected Shared ReadOnly rand As New Random()
 
    Public ReadOnly Property Value As Integer()
        Get
            Return Me.valueB
        End Get
    End Property
    Protected valueB As Integer()
 
    Public ReadOnly Property Value(ByVal format As String) As String
        Get
            Return Me.ToString(New IntegerSequenceFormatter(), format)
        End Get
    End Property
 
    Public ReadOnly Property Length As Integer
        Get
            Return Me.lengthB
        End Get
    End Property
    Protected lengthB As Integer
 
    Private Sub New()
    End Sub
 
    Protected Friend Sub New(ByVal value As Integer())
        Me.valueB = value
        Me.lengthB = value.Length
    End Sub
 
    Protected Friend Sub New(ByVal length As Integer)
        Me.valueB = Me.GenerateSequence(length).ToArray()
        Me.lengthB = length
    End Sub
 
    Protected Friend Sub New(ByVal length As Integer, ByVal minValue As Integer, ByVal maxValue As Integer)
        Me.valueB = Me.GenerateSequenceInternal(length, minValue, maxValue).ToArray()
        Me.lengthB = length
    End Sub
 
    Public Overridable Function GenerateSequence(ByVal length As Integer) As Integer()
        Me.valueB = Me.GenerateSequenceInternal(length, minValue:=0, maxValue:=Integer.MaxValue).ToArray()
        Return Me.valueB
    End Function
 
    Public Overridable Function GenerateSequence(ByVal length As Integer, ByVal minValue As Integer, ByVal maxValue As Integer) As Integer()
        Me.valueB = Me.GenerateSequenceInternal(length, minValue, maxValue).ToArray()
        Return Me.valueB
    End Function
 
    Protected Iterator Function GenerateSequenceInternal(ByVal length As Integer, ByVal minValue As Integer, ByVal maxValue As Integer) As IEnumerable(Of Integer)
        For i As Integer = 0 To (length - 1)
            Yield rand.Next(minValue, maxValue)
        Next i
    End Function
 
    Public Overrides Function Equals(ByVal obj As Object) As Boolean
        If (TypeOf obj IsNot RandomSequence) Then
            Return False
        Else
            Return String.Join(" ", Me.valueB).Equals(String.Join(" ", DirectCast(obj, RandomSequence).valueB))
        End If
    End Function
 
    Public Overridable Shadows Function ToString(ByVal formatProvider As IFormatProvider, ByVal format As String) As String
        If (TypeOf formatProvider Is ICustomFormatter) Then
            Return DirectCast(formatProvider, ICustomFormatter).Format(format, Me.valueB, formatProvider)
 
        ElseIf (formatProvider IsNot Nothing) Then
            Return formatProvider.ToString()
 
        Else
            Return Me.valueB.ToString()
 
        End If
    End Function
 
    <EditorBrowsable(EditorBrowsableState.Never)>
    Public Overridable Shadows Function GetHashCode() As Integer
        Return MyBase.GetHashCode()
    End Function
 
    <EditorBrowsable(EditorBrowsableState.Never)>
    Public Overridable Shadows Function [GetType]() As Type
        Return MyBase.GetType()
    End Function
 
    <EditorBrowsable(EditorBrowsableState.Never)>
    Public Shared Shadows Function ReferenceEquals(ByVal objA As Object, ByVal objB As Object) As Boolean
        Return Object.ReferenceEquals(objA, objB)
    End Function
 
End Class

Dim seq1 As New RandomSequence(length:=3) ' minValue:=0, maxValue:=Integer.MaxValue
Dim seq2 As New RandomSequence(length:=3, minValue:=0, maxValue:=100)
Dim seq3 As New RandomSequence({1, 2, 3})
 
Console.WriteLine(seq1.Length)
Console.WriteLine(seq1.Equals(seq2))
Console.WriteLine(seq1.Value.ToString())
Console.WriteLine(seq1.Value("Horizontal")) ' o "H"
Console.WriteLine(seq1.Value("Vertical"))   ' o "V"

Public Class IntegerSequenceFormatter : Implements IFormatProvider, ICustomFormatter
 
    Public Function GetFormat(formatType As Type) As Object Implements IFormatProvider.GetFormat
        If formatType Is GetType(ICustomFormatter) Then
            Return Me
        Else
            Return Nothing
        End If
    End Function
 
    Public Function Format(fmt As String, arg As Object, formatProvider As IFormatProvider) As String Implements ICustomFormatter.Format
 
        If Not Me.Equals(formatProvider) Then
            Return Nothing
        End If
 
        If String.IsNullOrEmpty(fmt) Then
            Dim result As Integer() = TryCast(arg, Integer())
            If (result Is Nothing) Then
                Throw New ArgumentException("Value is not of type Integer()", paramName:="arg")
                Exit Function
            End If
        End If
 
        If String.IsNullOrEmpty(fmt) Then
            Throw New ArgumentNullException(paramName:="fmt")
            Exit Function
        End If
 
        Select Case fmt.ToLower()
            Case "h", "horizontal"
                Dim seq As Integer() = DirectCast(arg, Integer())
                Dim maxLength As Integer = CStr(seq.Max()).Length
                Dim sb As New StringBuilder(capacity:=seq.Length * maxLength)
                For Each item As Integer In seq
                    sb.Append(item.ToString().PadLeft(maxLength, "0"c))
                    sb.Append(" "c)
                Next
                Return sb.ToString.TrimEnd(" "c)
 
            Case "v", "vertical"
                Dim seq As Integer() = DirectCast(arg, Integer())
                Dim maxLength As Integer = CStr(seq.Max()).Length
                Dim sb As New StringBuilder(capacity:=seq.Length * maxLength)
                For Each item As Integer In seq
                    sb.AppendLine(item.ToString().PadLeft(maxLength, "0"c))
                Next
                Return sb.ToString()
 
            Case Else
                Throw New FormatException(String.Format("'{0}' cannot be used to format {1}.", fmt, arg.ToString()))
        End Select
 
    End Function
 
End Class

Dim arr As Integer() = {1, 2, 3, 4, 5}
Dim strHorz As String = String.Format(New IntegerSequenceFormatter, "{0:H}", arr)
Dim strVert As String = String.Format(New IntegerSequenceFormatter, "{0:V}", arr)
 
Console.WriteLine(strHorz)
Console.WriteLine(strVert)

Public Class Form1 : Inherits Form
 
    Dim seqList As New List(Of RandomSequence)
    Dim seqTable As New DataTable("RandomSequenceTable")
 
    Private Sub Form1_Load(sender As Object, e As EventArgs) Handles MyBase.Load
 
        Dim seqCount As Integer = 20 ' Amount of random sequences to generate.
 
        ' Build random sequences list. This is optional, just to have a short reference to a generic collection in source-code.
        For i As Integer = 0 To (seqCount - 1)
            seqList.Add(New RandomSequence(length:=16, minValue:=0, maxValue:=16))
        Next
 
        ' Build table from list.
        For x As Integer = 0 To (seqList.Count - 1)
            seqTable.Columns.Add(New DataColumn)
            seqTable.Columns(x).DataType = GetType(RandomSequence)
        Next
        seqTable.Rows.Add.ItemArray = seqList.ToArray()
        ' To build a data-table of vertical strings representation:
        ' seqTable.Rows.Add.ItemArray = (From seq As RandomSequence In seqList Select seq.Value("V")).ToArray()
        seqTable.AcceptChanges()
 
        ' Build grid.
        DataGridView1.SuspendLayout()
        With DataGridView1
            .AllowUserToAddRows = False
            .AllowUserToResizeColumns = False
            .AutoGenerateColumns = True
            .AutoSizeColumnsMode = DataGridViewAutoSizeColumnsMode.DisplayedCells
            .AutoSizeRowsMode = DataGridViewAutoSizeRowsMode.DisplayedCells
            .ClipboardCopyMode = DataGridViewClipboardCopyMode.EnableWithoutHeaderText
            .ColumnHeadersVisible = False
            .DefaultCellStyle.Padding = New Padding(5, 2, 5, 2)
            .DefaultCellStyle.WrapMode = DataGridViewTriState.True
            .MultiSelect = True
            .ReadOnly = True
            .RowHeadersVisible = False
            .RowsDefaultCellStyle.Alignment = DataGridViewContentAlignment.MiddleCenter
            .Size = New Size(New Point(400, 240))
        End With
        DataGridView1.DataSource = seqTable
        DataGridView1.ResumeLayout()
 
    End Sub
 
    Private Sub DataGridView1_CellFormatting(ByVal sender As Object, ByVal e As DataGridViewCellFormattingEventArgs) _
    Handles DataGridView1.CellFormatting
 
        If (e.Value IsNot Nothing) Then
            Dim item As RandomSequence = TryCast(e.Value, RandomSequence)
            If (item IsNot Nothing) Then
                e.Value = item.Value("Vertical")
            End If
        End If
 
    End Sub
 
End Class