Автор: http://www.swissdelphicenter.ch

procedure TForm1.ComboBox1DropDown(Sender: TObject);
 begin
   PostMessage(Handle, COMBO_MSG, 0, 0);
 end;

 function EnumProc(wnd: HWND; Alabel: TLabel): BOOL; stdcall;
 var
   buffer: array[0..50] of Char;
 begin
   Result := True;
   if IsWindowVisible(wnd) then
   begin
     GetClassName(wnd, buffer, SizeOf(buffer));
     if StrIComp(buffer, 'ComboLBox') = 0 then
     begin
       Alabel.Caption := Format('handle found: %x', [wnd]);
       Result := False;
     end;
   end;
 end;

 procedure TForm1.ComboBoxMessage(var Msg: TMessage);
 begin
   EnumThreadWindows(GetCurrentThreadID, @EnumProc, Integer(label1));
 end;