[ToolboxBitmap(typeof(ResFinder), "Bitmaps256.UnboundDataSource.bmp")]
public class UnboundSource :
    Component,
    IListSource,
    ISupportInitialize

<ToolboxBitmap(GetType(ResFinder), "Bitmaps256.UnboundDataSource.bmp")>
Public Class UnboundSource
    Inherits Component
    Implements IListSource,
               ISupportInitialize

unboundSource1.ValueNeeded+= unboundSource1_ValueNeeded;
unboundSource1.ValuePushed+= unboundSource1_ValuePushed;
//...
void unboundSource1_ValueNeeded(object sender, DevExpress.Data.UnboundSourceValueNeededEventArgs e) {
    e.Value = something; /* Assign the real data here.*/
}
void unboundSource1_ValuePushed(object sender, DevExpress.Data.UnboundSourceValuePushedEventArgs e) {
    something = e.Value; /* Propagate the value into the storage.*/
}

AddHandler unboundSource1.ValueNeeded, AddressOf unboundSource1_ValueNeeded
AddHandler unboundSource1.ValuePushed, AddressOf unboundSource1_ValuePushed
'...
Private Sub unboundSource1_ValueNeeded(ByVal sender As Object, ByVal e As DevExpress.Data.UnboundSourceValueNeededEventArgs)
    e.Value = something ' Assign the real data here.
End Sub
Private Sub unboundSource1_ValuePushed(ByVal sender As Object, ByVal e As DevExpress.Data.UnboundSourceValuePushedEventArgs)
    something = e.Value ' Propagate the value into the storage.
End Sub