Public Class Form1
  Protected Overrides Sub WndProc(ByRef m As System.Windows.Forms.Message)
    Debug.WriteLine(m.ToString())
    Select Case m.Msg
...
    End Select
    ' Forward message to base WndProc.
    MyBase.WndProc(m)
  End Sub
...

'форма
  OldButton1WindowProc = SetWindowLong(Button1.hwnd, GWL_WNDPROC, AddressOf NewButton1WindowProc)
  OldButton2WindowProc = SetWindowLong(Button2.hwnd, GWL_WNDPROC, AddressOf NewButton2WindowProc)

Private Sub Form_Unload(Cancel As Integer)
  'снятие сабклассинга
  SetWindowLong Button1.hwnd, GWL_WNDPROC, OldButton1WindowProc
  SetWindowLong Button2.hwnd, GWL_WNDPROC, OldButton2WindowProc

'модуль
Public OldButton1WindowProc As Long
Public OldButton2WindowProc As Long

Public Function NewButton1WindowProc( _
 ByVal hwnd As Long, ByVal Msg As Long, ByVal wParam As Long, ByVal lParam As Long) As Long
  Select Case Msg
...
  End Select
  NewButton1WindowProc = CallWindowProc(OldButton1WindowProc, hwnd, Msg, wParam, lParam)
End Function

Public Function NewButton2WindowProc( _
 ByVal hwnd As Long, ByVal Msg As Long, ByVal wParam As Long, ByVal lParam As Long) As Long
  Select Case Msg
...
  End Select
  NewButton2WindowProc = CallWindowProc(OldButton2WindowProc, hwnd, Msg, wParam, lParam)
End Function

'Модуль класса:
Public Class SubclassHWND
  Inherits NativeWindow

  Protected Overloads Overrides Sub WndProc(ByRef m As Message)
    ' do whatever custom processing you need for
    ' this message
    Select Case m.HWnd
      Case Form1.Button1.Handle
        Debug.WriteLine("Button1: " & m.ToString())
      Case Form1.Button2.Handle
        Debug.WriteLine("Button2: " & m.ToString())
    End Select
    ' forward message to base WndProc
    MyBase.WndProc(m)
  End Sub
End Class
'Форма:
Public Class Form1
  Dim s1 As SubclassHWND
  Dim s2 As SubclassHWND

  Private Sub Form1_Load(ByVal sender As System.Object, ByVal e As System.EventArgs) Handles MyBase.Load
    s1 = New SubclassHWND()
    s1.AssignHandle(Me.Button1.Handle)
    ' Now s1 should be listening to the Button1's messages.

    s2 = New SubclassHWND()
    s2.AssignHandle(Me.Button2.Handle)
    ' Now s2 should be listening to the Button2's messages.
  End Sub

  Private Sub Form1_FormClosed(ByVal sender As Object,
   ByVal e As System.Windows.Forms.FormClosedEventArgs) Handles Me.FormClosed
    'снятие сабклассинга ??????????
    s1.ReleaseHandle()
    s2.ReleaseHandle()
  End Sub
End Class

  Dim s_NewControl As SubclassHWND
...
  s_NewControl  = New SubclassHWND()
  s_NewControl.AssignHandle(Me.s_NewControl.Handle)

  Protected Overloads Overrides Sub WndProc(ByRef m As Message)
    Select Case m.HWnd
      Case Me.s_NewControl.Handle
        Debug.WriteLine("NewControl: " & m.ToString())
...

  Private Sub Form1_FormClosed(ByVal sender As Object,
   ByVal e As System.Windows.Forms.FormClosedEventArgs) Handles Me.FormClosed
    'снятие сабклассинга ??????????
    s1.ReleaseHandle()

Public Class Form1
  Dim WithEvents s_Button1 As SubclassHWND
  Dim WithEvents s_Button2 As SubclassHWND

  Private Const WM_LBUTTONDOWN As Long = &H201
  Private Const WM_LBUTTONDBLCLK = &H203

  Private Sub Form1_Load(ByVal sender As System.Object, ByVal e As System.EventArgs) Handles MyBase.Load
    s_Button1 = New SubclassHWND()
    s_Button1.AssignHandle(Me.Button1.Handle)
    ' Now s1 should be listening to the Button1's messages.

    s_Button2 = New SubclassHWND()
    s_Button2.AssignHandle(Me.Button2.Handle)
    ' Now s2 should be listening to the Button2's messages.
  End Sub

  Private Sub Form1_FormClosed(ByVal sender As Object, ByVal e As System.Windows.Forms.FormClosedEventArgs) Handles Me.FormClosed
    'снятие сабклассинга
    s_Button1.ReleaseHandle()
    s_Button2.ReleaseHandle()
  End Sub

  Private Sub s_Button1_CallBackProc(ByRef m As System.Windows.Forms.Message) Handles s_Button1.CallBackProc
    Debug.WriteLine("button1: " & m.ToString)
    If m.Msg = WM_LBUTTONDOWN Or m.Msg = WM_LBUTTONDBLCLK Then
      m = Nothing '???? 
    End If
  End Sub

  Private Sub s_Button2_CallBackProc(ByRef m As System.Windows.Forms.Message) Handles s_Button2.CallBackProc
    Debug.WriteLine("button2: " & m.ToString)
  End Sub
End Class

Public Class SubclassHWND
  Inherits NativeWindow

  'Event Declaration. This event will be raised when any  
  'Message will be posted to the Control
  Public Event CallBackProc(ByRef m As Message)

  Protected Overloads Overrides Sub WndProc(ByRef m As Message)
    RaiseEvent CallBackProc(m) 'then RaiseEvent
    ' forward message to base WndProc
    MyBase.WndProc(m)
  End Sub
End Class

 m.Msg = 0

 m.Msg = 0

  Protected Overloads Overrides Sub WndProc(ByRef m As Message)
     RaiseEvent CallBackProc(m)
     MyBase.WndProc(m)
  End Sub

  Private Sub s_Button1_CallBackProc(ByRef m As System.Windows.Forms.Message) Handles s_Button1.CallBackProc
      m = Nothing
  End Sub

MyBase.WndProc(Nothing)

Private Sub Form_QueryUnload(Cancel As Integer, UnloadMode As Integer)
  Cancel = 1 'отмена выгрузки формы
End Sub

Public Class SubclassHWND
  Inherits NativeWindow

  Public Event CallBackProc(ByRef m As Message, ByRef Cancel As Boolean)

  Protected Overloads Overrides Sub WndProc(ByRef m As Message)
    Dim Cancel As Boolean = False 'по умолчанию обрабатывать сообщение
    RaiseEvent CallBackProc(m, Cancel)
    ' если обрабатываем (cancel=False), то forward message to base WndProc
    If Not Cancel Then MyBase.WndProc(m)
  End Sub
End Class


  Private Sub s_Button1_CallBackProc _
   (ByRef m As System.Windows.Forms.Message, ByRef Cancel As Boolean) Handles s_Button1.CallBackProc
    If m.Msg = WM_LBUTTONDOWN Or m.Msg = WM_LBUTTONDBLCLK Then
      Cancel = True 'не обрабатывать сообщение
    End If
  End Sub