[Kailon]

Можно сделать всё

Код:

var
  SList: TStringList;
...
function CBFilter(AText: String): TStringList;
var
  I: LongInt;
  SL: TStringList;
begin
  SL := TStringList.Create;
  for I := 0 to SList.Count - 1 do
    if Pos(AnsiUpperCase(AText), AnsiUpperCase(SList[i])) > 0 then
      SL.Add(SList[i]);
  Result := SL;
end;

procedure TForm1.Edit1Change(Sender: TObject);
begin
  if Edit1.Text <> '' then
    ComboBox1.Items := CBFilter(Edit1.Text)
  else
    ComboBox1.Items := SList;
end;

procedure TForm1.FormCreate(Sender: TObject);
var
  I: LongInt;
begin
  SList := TStringList.Create;
  for I := 0 to ComboBox1.Items.Count - 1 do
    SList.Add(ComboBox1.Items[i]);
end;