Please read Alexey Sklyarenko's annotations on Pale Fire, Ada and other Nabokov works here.
Describing the suicide of poor mad Aqua (the twin sister of his, Ada’s and Lucette’s mother Marina), Van Veen (the narrator and main character in VN’s novel Ada, 1969) compares Aqua to a Russian country girl lakomyashchayasya yagodami (feasting on berries):
In his farewell letter to Marina (in VN’s novel Ada, 1969, Van’s, Ada’s and Lucette’s mother) Demon Veen (Van's and Ada's father) mentions his crumpled wings:
Describing the death of Marina (in VN’s novel Ada, 1969, Van’s, Ada’s and Lucette’s mother), Van Veen mentions his ‘verbal’ nightmare and says that to die is a difficult procedure to carry out voluntarily, without the help of the dagger, the ball, or the bowl:
Describing the death of his, Ada’s and Lucette’s mother Marina, Van Veen (the narrator and main character in VN’s novel Ada, 1969) mentions the dyakon’s rich growl on the ambon:
Numbers and rows and series — the nightmare and malediction harrowing pure thought and pure time — seemed bent on mechanizing his mind. Three elements, fire, water, and air, destroyed, in that sequence, Marina, Lucette, and Demon. Terra waited.
According to Humbert Humbert (the narrator and main character in VN’s novel Lolita, 1955), it took him fifty-six days (eight weeks) to write Lolita:
In VN’s novel Lolita (1955) the number 342 reappears three times. 342 Lawn Street is the address of the Haze house in Ramsdale. 342 is Humbert Humbert's and Lolita's room in The Enchanted Hunters (a hotel in Briceland where they spend their first night together). According to Humbert Humbert, between July 5 and November 18, 1949, he registered (if not actually stayed) at 342 hotels, motels and tourist homes.
The narrator and main character in VN's novel Otchayanie (“Despair,” 1934), Hermann is an atheist:
According to John Ray, Jr. (in VN’s novel Lolita, 1955, the author of the Foreword to Humbert’s manuscript), Humbert Humbert had died in legal captivity, of coronary thrombosis, on November 16, 1952, a few days before his trial was scheduled to start:
In VN’s novel Ada (1969) Van’s and Ada’s Uncle Dan is also known as Durak Walter or simply Red Veen:
In VN’s novel Ada (1969) the action takes place on Demonia, Earth’s twin planet also known as Antiterra. Describing the difference between Terra and Antiterra, Van Veen (the narrator and main character in Ada) mentions our enchanters, our demons: