http://dev.csdn.net/article/53/53442.shtm
如何将几个DBGRID里的内容导入同一个EXCEL表中？
在软件实际制作中，为节省开发成本和开发周期，一些软件人员通常会吧DBGrid中的数据直接导出到Excel表中，而先前能看到的函数仅仅只能在WorkBook的一个Sheet中导入数据，不支持多Sheet！。

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单元应用：
Windows, Messages, SysUtils, Variants, Classes, Graphics, Controls, Forms,
Dialogs, StdCtrls, DB, DBTables, Grids, DBGrids, ActiveX, ComObj,
Excel2000, OleServer;

procedure CopyDbDataToExcel(Args: array of const);
var
  iCount, jCount: Integer;
  XLApp: Variant;
  Sheet: Variant;
  I: Integer;
begin
  Screen.Cursor := crHourGlass;
  if not VarIsEmpty(XLApp) then
  begin
    XLApp.DisplayAlerts := False;
    XLApp.Quit;
    VarClear(XLApp);
  end;

  try
    XLApp := CreateOleObject(‘Excel.Application‘);
  except
    Screen.Cursor := crDefault;
  Exit;
  end;

  XLApp.WorkBooks.Add;//  (1)
  XLApp.SheetsInNewWorkbook := High(Args) + 1;//  (2)
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  XLApp.SheetsInNewWorkbook := High(Args) + 1;
  XLApp.WorkBooks.Add; 
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  for I := Low(Args) to High(Args) do
  begin
    XLApp.WorkBooks[1].WorkSheets[I+1].Name := TDBGrid(Args[I].VObject).Name;
    Sheet := XLApp.Workbooks[1].WorkSheets[TDBGrid(Args[I].VObject).Name];

    if not TDBGrid(Args[I].VObject).DataSource.DataSet.Active then
    begin
      Screen.Cursor := crDefault;
      Exit;
    end;

    TDBGrid(Args[I].VObject).DataSource.DataSet.first;
    for iCount := 0 to TDBGrid(Args[I].VObject).Columns.Count - 1 do
      Sheet.Cells[1, iCount + 1] := TDBGrid(Args[I].VObject).Columns.Items[iCount].Title.Caption;

    jCount := 1;
    while not TDBGrid(Args[I].VObject).DataSource.DataSet.Eof do
    begin
      for iCount := 0 to TDBGrid(Args[I].VObject).Columns.Count - 1 do
        Sheet.Cells[jCount + 1, iCount + 1] := TDBGrid(Args[I].VObject).Columns.Items[iCount].Field.AsString;

      Inc(jCount);
      TDBGrid(Args[I].VObject).DataSource.DataSet.Next;
    end;
  end;

  XlApp.Visible := True;
  Screen.Cursor := crDefault;
end;
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经过测试，上面这段代码确实有问题：（有兴趣的朋友可以自己测试一下）

比如：
先form1.CopyDbDataToExcel([dbgrid1,dbgrid2,dbgrid3]);//OK
再form1.CopyDbDataToExcel([dbgrid1,dbgrid2,dbgrid,dbgrid4]);//这样就出错，提示：无效索引

如果这样：
先form1.CopyDbDataToExcel([dbgrid1,dbgrid2,dbgrid3,dbgrid4]);//OK
再form1.CopyDbDataToExcel([dbgrid1,dbgrid2]);//OK

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总之：先少后多，就出错...
原因就出在上面代码（1），（2）两段上，经过测试,正确的应该将（1），（2）代码对调，才能保证不出错....