private
  procedure WMNCHITTEST(var Msg: TMessage); message WM_NCHITTEST;
...
procedure TForm1.FormCreate(Sender: TObject);
begin
  SetWindowLong(Handle, GWL_STYLE,
    GETWINDOWLONG(Handle, GWL_STYLE) and (not WS_CAPTION));
  Height := ClientHeight;
end;

procedure TForm1.WMNCHITTEST(var Msg: TMessage);
begin
  inherited;
  Msg.Result := HTCAPTION;
end;