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See this answer: http://magento.stackexchange.com/a/5986/21518

See this answer: http://magento.stackexchange.com/a/5975/21518

See this answer: https://magento.stackexchange.com/a/5986/21518

See this answer: https://magento.stackexchange.com/a/5975/21518

<adminhtml>
    <events>
        <core_block_abstract_to_html_before>
            <observers>
                <{observer_name}>
                    <type>singleton</type>
                    <class>{namespace}_{module}/observer</class>
                    <method>beforeBlockToHtml</method>
                </{observer_name}>
            </observers>
        </core_block_abstract_to_html_before>
        <eav_collection_abstract_load_before>
            <observers>
                <{observer_name}>
                    <class>{namespace}_{module}/observer</class>
                    <method>beforeCollectionLoad</method>
                </{observer_name}>
            </observers>
        </eav_collection_abstract_load_before>
    </events>
</adminhtml>

<adminhtml>
    <events>
        <core_block_abstract_to_html_before>
            <observers>
                <{observer_name}>
                    <class>{namespace}_{module}/observer</class>
                    <method>beforeBlockToHtml</method>
                </{observer_name}>
            </observers>
        </core_block_abstract_to_html_before>
        <eav_collection_abstract_load_before>
            <observers>
                <{observer_name}>
                    <class>{namespace}_{module}/observer</class>
                    <method>beforeCollectionLoad</method>
                </{observer_name}>
            </observers>
        </eav_collection_abstract_load_before>
    </events>
</adminhtml>

You will have to rewrite the grid block's _prepareCollection method and add your column to the collection.

It is possible thru rewrite or observer: (observer is better to prevent rewrite conflicts)

Using Observer

Configure your 2 observers: loading the column to grid and loading of collection

<adminhtml>
    <events>
        <core_block_abstract_to_html_before>
            <observers>
                <{observer_name}>
                    <type>singleton</type>
                    <class>{namespace}_{module}/observer</class>
                    <method>beforeBlockToHtml</method>
                </{observer_name}>
            </observers>
        </core_block_abstract_to_html_before>
        <eav_collection_abstract_load_before>
            <observers>
                <{observer_name}>
                    <class>{namespace}_{module}/observer</class>
                    <method>beforeCollectionLoad</method>
                </{observer_name}>
            </observers>
        </eav_collection_abstract_load_before>
    </events>
</adminhtml>

Then create your observer class with the methods in the declaration

class {Namespace}_{Module}_Model_Observer
{
    public function beforeBlockToHtml(Varien_Event_Observer $observer)
    {
        $grid = $observer->getBlock();

        /**
         * Mage_Adminhtml_Block_Customer_Grid
         */
        if ($grid instanceof Mage_Adminhtml_Block_Customer_Grid) {
            $grid->addColumnAfter(
                '{column_code}',
                array(
                    'header' => Mage::helper('{Module}_customer')->__('{{column_name}}'),
                    'index'  => '{column_code}'
                ),
                'entity_id'
            );
        }
    }

    public function beforeCollectionLoad(Varien_Event_Observer $observer)
    {
        $collection = $observer->getCollection();
        if (!isset($collection)) {
            return;
        }

        /**
         * Mage_Customer_Model_Resource_Customer_Collection
         */
        if ($collection instanceof Mage_Customer_Model_Resource_Customer_Collection) {
            /* @var $collection Mage_Customer_Model_Resource_Customer_Collection */
            $collection->addAttributeToSelect('{attribute_code}');
        }
    }
}

See this answer: http://magento.stackexchange.com/a/5986/21518

Using Rewrite

Rewrite the grid block's _prepareCollection method and add your column to the collection.