Please read Alexey Sklyarenko's annotations on Pale Fire, Ada and other Nabokov works here.
Describing the L disaster in the beau milieu of the 19th century after which electricity was banned on Demonia (Earth's twin planet on which VN's novel Ada, 1869, is set), Van Veen (the narrator and main character) mentions Faragod (apparently, the god of electricity):
According to Humbert Humbert (the narrator and main character in VN's novel Lolita, 1955), his very photogenic mother was a daughter of Jerome Dunn, the alpinist, and granddaughter of two Dorset parsons, experts in obscure subjects - paleopedology and Aeolian harps, respectively:
When Demon Veen (in VN's novel Ada, 1969, Van's and Ada's father) asks Van how is his wound (that Van received in a pistol duel with Captain Tapper, of Wild Violet Lodge), Van replies that he is in for another spell of surgery — this time in London, where butchers carve so much better:
In the Kalugano hospital (where Van Veen, the narrator and main character in VN’s novel Ada, 1969, recovers from the wound received in a pistol duel with Captain Tapper, of Wild Violet Lodge) Dr Fitzbishop (a surgeon in the Kalugano hospital) tells Van that Philip Rack (Lucette's music teacher who was poisoned by his jealous wife Elsie and who dies in Ward Five of the Kalugano hospital) is
After three years of unsuccessful investigations Humbert Humbert (the narrator and main character in VN’s novel Lolita, 1955) finally tracks down Clare Quilty (a playwright with whom Lolita escaped from the Elphinstone hospital) to Pavor Manor, a wooden house on Grimm Road:
The action in VN's novel Ada (1969) takes place on Demonia, Earth's twin planet also known as Antiterra. Describing Victor Vitry's film Letters from Terra, Van Veen (the narrator and main character) mentions an unfortunate extra, who played one of the under-executioners and got accidentally decapitated while pulling the comedian Steller, who played a reluctant king, into a guillotinable position:
On Demonia (aka Antiterra, Earth's twin planet on which VN's novel Ada, 1969, is set) Russia is a quaint synonym of Estoty, the American province extending from the Arctic no longer vicious Circle to the United States proper, while the territory of the Soviet Russia, from Kurland to the Kuriles, is occupied by Tartary (the ruthless Sovietnamur Khanate ruled by Khan Sosso):
In his essay The Texture of Time (1924) Van Veen (the narrator and main character in VN's novel Ada, 1969) refuses to grant the future the status of Time:
Here a heckler asked, with the arrogant air of one wanting to see a gentleman’s driving license, how did the ‘Prof’ reconcile his refusal to grant the future the status of Time with the fact that it, the future, could hardly be considered nonexistent, since ‘it possessed at least one future, I mean, feature, involving such an important idea as that of absolute necessity.’
In VN's novel Lolita (1955) Humbert Humbert is tempted to drown his wife Charlotte in Hourglass Lake:
When Lucette (in VN's novel Ada, 1969, Van's and Ada's half-sister) visits Van at Kingston (Van's American University) bringing him a letter from Ada, Van tells her that Cordula de Prey (Van's former mistress) is now Mrs Ivan G. Tobak: