Please read Alexey Sklyarenko's annotations on Pale Fire, Ada and other Nabokov works here.
On the morning following the Night of the Burning Barn (when they make love for the first time) Van and Ada meet in the Baguenaudier Bower:
In VN’s novel Ada (1969) the twin sisters Aqua and Marina Durmanov marry the first cousins who have the same name, Walter D. Veen:
Describing the torments of poor mad Aqua (the twin sister of Marina, Van’s, Ada’s and Lucette’s mother), Van Veen (the narrator and main character in VN’s novel Ada, 1969) mentions the Dr Froit of Signy-Mondieu-Mondieu in the Ardennes:
In Canto Two of his poem John Shade (the poet in VN’s novel Pale Fire, 1962) tells about his daughter who “took her poor young life.” In Canto Three Shade describes IPH (a lay Institute of Preparation for the Hereafter):
During Van’s first tea-party at Ardis Marina (in VN’s novel Ada, 1969, Van’s, Ada’s and Lucette’s mother) tells Van about Tarn, otherwise the New Reservoir:
Describing Lucette’s visit to Kingston, Van Veen (the narrator and main character in VN’s novel Ada, 1969) mentions his favorite novel The Slat Sign:
Describing the torments of poor mad Aqua (Marina’s twin sister who married Demon Veen), Van Veen (the narrator and main character in VN’s novel Ada, 1969) mentions a luxurious ‘sanastoria’ at Centaur, Arizona, and the Mondefroid bleakhouse horsepittle:
When Van returns home after his first summer at Ardis, Demon Veen (in VN’s novel Ada, 1969, Van’s and Ada’s father) tells him that Marina (Van’s, Ada’s and Lucette’s mother) gives him a glowing account of Van and says uzhe chuvstvuetsya osen’ (the autumn is already to be felt):
In his Commentary 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) calls Gerald Emerald (a young instructor at Wordsmith University) “the man in green” and Gradus (Shade’s murderer) “the man in brown:”
To the latest issue of the school magazine Victor Wind (a character in VN’s novel Pnin, 1957) had contributed a poem about painters, over the nom de guerre Moinet: