Hallo Stefan,

ins Modul des Userform:

Option Explicit
    Private msoTxt() As Cls_TextBoxen

Private Sub TextboxenBauen(ByVal oben As Double, ByVal links As Double, ByVal breite As Double, ByVal iTxt As Long)
    Dim i&, cTxt As MSForms.TextBox
    ReDim msoTxt(1 To iTxt)
    For i = 1 To iTxt
        Set cTxt = Controls.Add("Forms.TextBox.1", "TxtKanalEckig" & i, True)
        With cTxt
            .Top = oben
            .Left = links
            .Width = breite
            oben = oben + .Height + 5
        End With
        Set msoTxt(i) = New Cls_TextBoxen
        msoTxt(i).SetControlEvents(cTxt) = True
    Next i
End Sub

Private Sub UserForm_Activate()
    Call TextboxenBauen(oben:=30, links:=10.5, breite:=100, iTxt:=2)
End Sub

Klassenmodul Namens cls_TextBoxen:

Option Explicit
    Private coTextBox As Object

Public Property Let SetControlEvents(ByVal TextBox As Object, ByVal SetEvents As Boolean)
    Const AdrOK = &H0
    Static lCookie&
    Dim tIID As GUID
        Set coTextBox = TextBox
        If IIDFromString(StrPtr("{00020400-0000-0000-C000-000000000046}"), tIID) = AdrOK Then
            Call Ctcp(Me, tIID, SetEvents, TextBox, lCookie)
        End If
End Property

Public Sub OnExit(ByVal Cancel As MSForms.ReturnBoolean)
    With coTextBox
        If IsNumeric(coTextBox) And Left(coTextBox.Name, 13) = "TxtKanalEckig" Then
            MsgBox "Exit für " & .Name & " ausgelöst"
        End If
    End With
End Sub

Private Sub Class_Terminate()
    Set coTextBox = Nothing
End Sub

in ein allgemeines Modul:

Option Explicit

Public Type GUID
    Data1 As Long
    Data2 As Integer
    Data3 As Integer
    Data4(0 To 7) As Byte
End Type

#If VBA7 Then
    Public Declare PtrSafe Function IIDFromString Lib "ole32.dll" (ByVal lpsz As LongPtr, lpiid As GUID) As Long
    Public Declare PtrSafe Function Ctcp Lib "shlwapi" Alias "#168" (ByVal punk As stdole.IUnknown, ByRef riidEvent As GUID, ByVal fConnect As Long, ByVal punkTarget As stdole.IUnknown, ByRef pdwCookie As Long, Optional ByVal ppcpOut As LongPtr) As Long
#Else
    Public Declare Function IIDFromString Lib "ole32.dll" (ByVal lpsz As Long, lpiid As GUID) As Long
    Public Declare Function Ctcp Lib "shlwapi" Alias "#168" (ByVal punk As stdole.IUnknown, ByRef riidEvent As GUID, ByVal fConnect As Long, ByVal punkTarget As stdole.IUnknown, ByRef pdwCookie As Long, Optional ByVal ppcpOut As Long) As Long
#End If

Gruß Uwe