var i:integer;
begin
 for i:= 40000 to 90000 do
  begin
   ComboBox1.AddItem(IntToStr(i), nil); //until here the code works
   Inc(i, 1000);
  end;

for i := 0 to 50 do
  ComboBox1.AddItem(IntToStr(40000 + 1000 * i), nil)

ComboBox1.Items.BeginUpdate;
for i := 0 to 50 do
  ComboBox1.Items.Add(IntToStr(40000 + 1000 * i));
ComboBox1.Items.EndUpdate;

i := 40000;
while i <= 90000 do
begin
  ComboBox1.AddItem(IntToStr(i), nil);
  Inc(i, 1000);
end;

i := 40000;
repeat
  ComboBox1.AddItem(IntToStr(i), nil);
  Inc(i, 1000);
until i > 90000;

Type
  ForLoop = record
    class procedure Step( Start,Stop,AStep : Integer;
                          ALoop : TProc<Integer>); static;
  end;

class procedure ForLoop.Step(Start,Stop,AStep : Integer; ALoop: TProc<Integer>);
begin
  while (start <= stop) do
  begin
    ALoop(start);
    Inc(Start,AStep);
  end;
end;

ForLoop.Step( 40000,90000,1000,
  procedure ( i : Integer)
  begin
    ComboBox1.AddItem(IntToStr(i), nil);
  end
);

type
  Range = record
  private
    FCurrent,FStop,FStep : Integer;
  public
    constructor Step( Start,Stop,AnIncrement : Integer);
    function GetCurrent : integer; inline;
    function MoveNext : boolean; inline;
    function GetEnumerator : Range; // Return Self as enumerator
    property Current : integer read GetCurrent;
  end;

function Range.GetCurrent: integer;
begin
  Result := FCurrent;
end;

function Range.GetEnumerator: Range;
begin
  Result := Self;
end;

function Range.MoveNext: boolean;
begin
  Inc(FCurrent,FStep);
  Result := (FCurrent <= FStop);
end;

constructor Range.Step(Start,Stop,AnIncrement: Integer);
begin
  Self.FCurrent := Start-AnIncrement;
  Self.FStop := Stop;
  Self.FStep := AnIncrement;
end;

for i in Range.Step(40000,90000,1000) do
  ComboBox1.AddItem(IntToStr(i), nil);

var i: integer;
begin
    for i:= 40 to 90 do
    begin
        ComboBox1.AddItem(IntToStr(i*1000), nil);
    end;
end;