Please read Alexey Sklyarenko's annotations on Pale Fire, Ada and other Nabokov works here.
According to Humbert Humbert (the narrator and main character in VN’s novel Lolita, 1955), he picked up Rita one depraved May evening somewhere between Montreal and New York, or more narrowly, between Toylestown and Blake, at a darkishly burning bar under the sign of the Tiger-moth: