Please read Alexey Sklyarenko's annotations on Pale Fire, Ada and other Nabokov works here.
Describing his attempt to find a photograph of Lolita’s abductor in an old issue of the Briceland Gazette, Humbert Humbert (the narrator and main character in VN’s novel Lolita, 1955) calls himself “Professor Hamburg:”
Describing his attempt to find a photograph of Lolita’s abductor in an old issue of the Briceland Gazette, Humbert Humbert (the narrator and main character in VN’s novel Lolita, 1955) exclaims “Reader! Bruder!”:
In VN’s novel Lolita (1955) Humbert Humbert’s first wife Valeria leaves him to live with Colonel Maximovich, a White Russian who works as a taxi driver in Paris:
Describing his dinner in ‘Ursus’ 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 uha (fish soup):
Describing the visit of Alonso (a Spanish architect) to Ardis, Van Veen (the narrator and main character in VN’s novel Ada, 1969) mentions the Russian ‘hrip’ (Spanish flu) that Uncle Dan (the husband of Van’s, Ada’s and Lucette’s mother Marina) had caught:
A gong bronzily boomed on a terrace.
Describing his childhood, Humbert Humbert (the narrator and main character in VN's novel Lolita, 1955) mentions the splendid Hotel Mirana that revolved around him as a kind of private universe:
In Canto Three of his poem John Shade (the poet in VN’s novel Pale Fire, 1962) describes a game of chess with his wife Sybil:
"What is that funny creaking - do you hear?"
"It is the shutter on the stairs, my dear."
"If you're not sleeping, let's turn on the light.
I hate that wind! Let's play some chess." "All right."
On his first morning in “Ardis the Second” Van Veen (the narrator and main character in VN’s novel Ada, 1969) asks Ada what had she actually done with the poor worms (the caterpillars in Ada’s larvarium), after Krolik’s untimely end:
She was on bad terms with memory. She thought the servants would be up soon now, and then one could have something hot. That fridge was all fudge, really.
Describing the king’s escape from Zembla, 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) mentions lazy Garh, the farmer's daughter who shows to the king the shortest way to the pass:
In his Foreword and Commentary to Shade’s poem 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) mentions Exton, a town near New Wye (a small University town where Shade and Kinbote live):