Please read Alexey Sklyarenko's annotations on Pale Fire, Ada and other Nabokov works here.
According to Professor Hurley, the chief passion of Samuel Shade (the poet’s father in VN’s novel Pale Fire, 1962) was the study of the feathered tribe:
Describing his meetings with Ada (now married to Andrey Vinelander) in October 1905, Van Veen (the narrator and main character in VN’s novel Ada, 1969) mentions Dorothy Vinelander (Ada's sister-in-law) and her contralto:
According to Humbert Humbert (the narrator and main character in VN’s novel Lolita, 1955), when he first met Rita she had but recently divorced her third husband - and a little more recently had been abandoned by her seventh cavalier servant:
In a conversation at the Faculty Club John Shade (the poet in VN’s novel Pale Fire, 1962) asks Kinbote (Shade’s mad commentator who imagines that he is Charles the Beloved, the last self-exiled king of Zembla) if his name means regicide in Zemblan:
In The Enchanted Hunters (in VN's novel Lolita, 1955, a hotel in Briceland where Humbert Humbert and Lolita spend their first night together) Lolita confesses that in the previous summer she had a lesbian relationship with Elizabeth Talbot:
Describing his life with Rita (a girl whom he picked up at a roadside bar between Montreal and New York), Humbert Humbert (the narrator and main character in VN's novel Lolita, 1955) mentions an amnesic stranger, a blond, almost albino, young fellow with white eyelashes and large transparent ears, who lay snoring in Humbert's and Rita's bed in their hotel room:
Describing his life with Rita (a girl whom he picked up at a roadside bar between Montreal and New York), Humbert Humbert (the narrator and main character in VN's novel Lolita, 1955) mentions an amnesic stranger who spoke with an accent that Rita recognized as pure Brooklynese:
In VN's novel Lolita (1955) Humbert Humbert retrospectively calls his first road trip with Lolita across the USA "our first circle of paradise:"
The action in VN's novel Ada (1969) takes place on Demonia, Earth's twin planet also known as Antiterra. The phenomenon of Terra appeared on Demonia after the L disaster in the beau milieu of the 19th century:
Describing his first meeting with Shade (the poet in VN’s novel Pale Fire, 1962), Kinbote (Shade’s mad commentator who imagines that he is Charles the Beloved, the last self-exiled king of Zembla) mentions his vegetarianism: