Hi BugHunter,

Since your no of columns varies based on ViewState you need to dynamically add columns to GridView.

For more details refer below article.

Dynamically add BoundField and TemplateField Columns to GridView in ASP.Net

Database

For this example I have used of Northwind database that you can download using the link given below.

Download Northwind Database

HTML

<asp:GridView ID="gvDocType" AutoGenerateColumns="false" EmptyDataText="No Mapping Column Selected"
    CssClass="table table-hover" runat="server" OnRowDataBound="OnRowDataBound">    
</asp:GridView>

Namespaces

C#

using System.Configuration;
using System.Data;
using System.Data.SqlClient;

VB.Net

Imports System.Configuration
Imports System.Data
Imports System.Data.SqlClient

Code

C#

protected void Page_Load(object sender, EventArgs e)
{
    if (!IsPostBack)
    {
        BindS_Grid();
    }
}

private void BindS_Grid()
{
    ViewState["VS_SelectedColoumnVal"] = "ContactName,Country";
    string Query = @"SELECT TOP 5 " + ViewState["VS_SelectedColoumnVal"] + " FROM Customers";
    DataTable dt = GetData(Query);

    for (int i = 0; i < dt.Columns.Count; i++)
    {
        BoundField bfield = new BoundField();
        bfield.HeaderText = dt.Columns[i].ColumnName;
        bfield.DataField = dt.Columns[i].ColumnName;
        gvDocType.Columns.Add(bfield);
    }

    TemplateField tfield = new TemplateField();
    tfield.HeaderText = "Type";
    gvDocType.Columns.Add(tfield);

    gvDocType.DataSource = dt;
    gvDocType.DataBind();
}

protected void OnRowDataBound(object sender, GridViewRowEventArgs e)
{
    if (e.Row.RowType == DataControlRowType.DataRow)
    {
        DataTable dt = new DataTable();
        dt.Columns.Add("Text");
        dt.Columns.Add("Value");
        dt.Rows.Add("A", "A");
        dt.Rows.Add("B", "B");
        dt.Rows.Add("C", "C");
        dt.Rows.Add("D", "D");
        dt.Rows.Add("E", "E");
        dt.Rows.Add("F", "F");
        dt.Rows.Add("F", "F");
        dt.Rows.Add("G", "G");
        dt.Rows.Add("H", "H");
        dt.Rows.Add("I", "I");
        DropDownList ddl_Type = new DropDownList();
        ddl_Type.CssClass = "form-control";
        ddl_Type.DataSource = dt;
        ddl_Type.DataTextField = "Text";
        ddl_Type.DataValueField = "Value";
        ddl_Type.DataBind();
        ddl_Type.Items.Insert(0, new ListItem { Text = "--Select--", Value = "--Select--" });
        e.Row.Cells[gvDocType.Columns.Count - 1].Controls.Add(ddl_Type);
    }
}

private DataTable GetData(string query)
{
    string conString = ConfigurationManager.ConnectionStrings["constr"].ConnectionString;
    SqlCommand cmd = new SqlCommand(query);
    using (SqlConnection con = new SqlConnection(conString))
    {
        using (SqlDataAdapter sda = new SqlDataAdapter())
        {
            cmd.Connection = con;
            sda.SelectCommand = cmd;
            using (DataTable dt = new DataTable())
            {
                sda.Fill(dt);
                return dt;
            }
        }
    }
}

VB.Net

Protected Sub Page_Load(ByVal sender As Object, ByVal e As EventArgs) Handles Me.Load
    If Not IsPostBack Then
        BindS_Grid()
    End If
End Sub

Private Sub BindS_Grid()
    ViewState("VS_SelectedColoumnVal") = "ContactName,Country"
    Dim Query As String = "SELECT TOP 5 " & ViewState("VS_SelectedColoumnVal") & " FROM Customers"
    Dim dt As DataTable = GetData(Query)

    For i As Integer = 0 To dt.Columns.Count - 1
        Dim bfield As BoundField = New BoundField()
        bfield.HeaderText = dt.Columns(i).ColumnName
        bfield.DataField = dt.Columns(i).ColumnName
        gvDocType.Columns.Add(bfield)
    Next

    Dim tfield As TemplateField = New TemplateField()
    tfield.HeaderText = "Type"
    gvDocType.Columns.Add(tfield)
    gvDocType.DataSource = dt
    gvDocType.DataBind()
End Sub

Protected Sub OnRowDataBound(ByVal sender As Object, ByVal e As GridViewRowEventArgs)
    If e.Row.RowType = DataControlRowType.DataRow Then
        Dim dt As DataTable = New DataTable()
        dt.Columns.Add("Text")
        dt.Columns.Add("Value")
        dt.Rows.Add("A", "A")
        dt.Rows.Add("B", "B")
        dt.Rows.Add("C", "C")
        dt.Rows.Add("D", "D")
        dt.Rows.Add("E", "E")
        dt.Rows.Add("F", "F")
        dt.Rows.Add("F", "F")
        dt.Rows.Add("G", "G")
        dt.Rows.Add("H", "H")
        dt.Rows.Add("I", "I")
        Dim ddl_Type As DropDownList = New DropDownList()
        ddl_Type.CssClass = "form-control"
        ddl_Type.DataSource = dt
        ddl_Type.DataTextField = "Text"
        ddl_Type.DataValueField = "Value"
        ddl_Type.DataBind()
        ddl_Type.Items.Insert(0, New ListItem With {.Text = "--Select--", .Value = "--Select--"})
        e.Row.Cells(gvDocType.Columns.Count - 1).Controls.Add(ddl_Type)
    End If
End Sub

Private Function GetData(ByVal query As String) As DataTable
    Dim conString As String = ConfigurationManager.ConnectionStrings("constr").ConnectionString
    Dim cmd As SqlCommand = New SqlCommand(query)
    Using con As SqlConnection = New SqlConnection(conString)
        Using sda As SqlDataAdapter = New SqlDataAdapter()
            cmd.Connection = con
            sda.SelectCommand = cmd
            Using dt As DataTable = New DataTable()
                sda.Fill(dt)
                Return dt
            End Using
        End Using
    End Using
End Function

Screenshot