Maybe this will help. It shows an example for trapping the scrolling events of a regular TStringGrid. Synchronize the Scrolling of two TStringgrids?

There is a WMHScroll procedure in TCustomGrid, but it is private. You can t use it in a DBGrid.
You would have to create your own TDBGrid descendant and do your own

procedure WMHScroll(var Msg: TWMHScroll); message WM_HSCROLL;

or do some seriously bad hacking...

Update: trick/hack to sneak your code in...

[...]
    uses
      Windows, Messages, SysUtils, Variants, Classes, Graphics, Controls, Forms,
      Dialogs, DB, ADODB, Grids, DBGrids;

    type
      // Hack to redeclare your TDBGrid here whitout the the form designer going mad
      TDBGrid = class(DBGrids.TDBGrid)
        procedure WMHScroll(var Msg: TWMHScroll); message WM_HSCROLL;
      end;

      TForm8 = class(TForm)
        DBGrid1: TDBGrid;
        DataSource1: TDataSource;
        ADODataSet1: TADODataSet;
        ADOConnection1: TADOConnection;
      private
        { Private declarations }
      public
        { Public declarations }
      end;

    var
      Form8: TForm8;

    implementation

    {$R *.dfm}

    { TDBGrid }

    procedure TDBGrid.WMHScroll(var Msg: TWMHScroll);
    begin
      case Msg.ScrollCode of
        SB_ENDSCROLL: OutputDebugString( SB_ENDSCROLL ) ;
        SB_LEFT:OutputDebugString( SB_LEFT );
        SB_RIGHT:OutputDebugString( SB_RIGHT );
        SB_LINELEFT:OutputDebugString( SB_LINELEFT );
        SB_LINERIGHT:OutputDebugString( SB_LINERIGHT );
        SB_PAGELEFT:OutputDebugString( SB_PAGELEFT );
        SB_PAGERIGHT:OutputDebugString( SB_PAGERIGHT );
        SB_THUMBPOSITION:OutputDebugString( SB_THUMBPOSITION );
      end;
      inherited; // to keep the expected behavior
    end;
[...]

Update2: Note that you can move your special TDBGrid code to a separate unit (recommended), just be sure to put this unit name AFTER DBGrids in your Form s uses clause.

I can t check this at the moment, but if I recall correctly the event s there, but not published. Try creating a control that descends from TDBGrid and publishes the scroll bar event.

EDIT: Wrong answer, obviously. It catches the vertical scrollbar, but not the horizontal one.

You don t catch it at the DBGrid level. You catch it at the BeforeScroll or AfterScroll of the attached TDataSet. It fires with either the scrollbar, up and down arrow keys, page up and page down keys, etc. that occurs within the DBGrid.