You should look at where you are when you want to revert the value. Maybe it's too late. For instance, if you don't save the changes to DB, the value remains the same at DB, you could simply refetch it, or cancel the edit operation.
Remember that the bindingSource is in charge stay synced your underlying collection and the controls, it's not responsible for DB. Some controls trigger the update of the in-memory field. If I'm not mistaken when you lost focus from a textbox, the bindingSource update the value in the underlying collection.
For more Undo pattern behavior for BindingSource, I think you should check the binding source documentation for a suitable solution for you.