Please read Alexey Sklyarenko's annotations on Pale Fire, Ada and other Nabokov works here.
According to Kinbote (in VN’s novel Pale Fire, 1962, Shade’s mad commentator who imagines that he is Charles the Beloved, the last self-exiled king of Zembla), he arrived in America descending by parachute:
A few moments before Shade (the poet in VN’s novel Pale Fire, 1962) is killed by Gradus, Kinbote (Shade’s mad commentator who imagines that he is Charles the Beloved, the last self-exiled king of Zembla) asks him, if the muse has been kind to him:
According to John Shade (the poet in VN’s novel Pale Fire, 1962), oblivion thrives not on dry thighbones but on blood-ripe lives:
Iph
Was a larvorium and a violet:
A grave in Reason's early spring. And yet
In Canto Three of his poem John Shade (the poet in VN’s novel Pale Fire, 1962) describes IPH (a lay Institute of Preparation for the Hereafter) and mentions Elysian life:
Time means succession, and succession, change:
Hence timelessness is bound to disarrange
Schedules of sentiment. We give advice
To widower. He has been married twice:
At the end of Canto Three of his poem John Shade (the poet in VN’s novel Pale Fire, 1962) mentions a Balkan king and some faint hope:
Yes! It sufficed that I in life could find
Some kind of link-and-bobolink, some kind
Of correlated pattern in the game,
Plexed artistry, and something of the same
Pleasure in it as they who played it found.
When Ada refuses to leave her sick husband, Van Veen (the narrator and main character in VN’s novel Ada, 1969) walks some ten kilometers along soggy roads to Rennaz and thence flies to Nice, Biskra, the Cape, Nairobi, the Basset range:
Describing Ada’s allusions to her affairs of the flesh, Van Veen (the narrator and main character in VN’s novel Ada, 1969) mentions cockamaroo (Russian ‘biks’), played with a toy cue on the billiard cloth of an oblong board with holes and hoops, bells and pins among which the ping-pong-sized eburnean ball zigzagged with bix-pix concussions:
‘My dear,’ said Van, ‘do help me. She told me about her Valentian estanciero but now the name escapes me and I hate bothering her.’
Soon after his reunion with Ada in November, 1892, Van Veen (the narrator and main character in VN’s novel Ada, 1969) takes Ada and Lucette to ‘Ursus’ (the best Franco-Estotian restaurant in Manhattan Major):
Describing his dinner in ‘Ursus’ (the best Franco-Estotian restaurant in Manhattan Major) with Ada and Lucette (Van’s and Ada’s half-sister), Van Veen (the narrator and main character in VN’s novel Ada, 1969) mentions the vinocherpiy:
The narrator and main character in VN’s novel Otchayanie (“Despair,” 1934), Hermann is a chocolate manufacturer. The trademark on the wrapper of Hermann's chocolate shows dama v lilovom (a lady in lilac), with a fan: