Please read Alexey Sklyarenko's annotations on Pale Fire, Ada and other Nabokov works here.
At the beginning of VN’s novel The Real Life of Sebastian Knight (1941) Sebastian’s half-brother V. (the narrator and main character) mentions Olga Olegovna Orlova, an old Russian lady who showed him in Paris the diary she had kept in the past:
In VN’s poem The Ballad of Longwood Glen (1957) Art Longwood, a local florist, climbs a tree and gets lost in it:
In VN’s novel The Real Life of Sebastian Knight (1941) Sebastian Knight’s last book is entitled The Doubtful Asphodel:
Revisiting Ardis in the summer of 1888, Van Veen (the narrator and main character in VN’s novel Ada, 1969) brings Ada a diamond necklace but, when he sees Percy de Prey kiss Ada's hand, tears it apart in fury:
When Van and Ada make love after the dinner in ‘Ursus,’ Ada complains that Van hurt her ‘like a Tiger Turk:’
‘My dear,’ said Van, ‘do help me. She told me about her Valentian estanciero but now the name escapes me and I hate bothering her.’
‘Only she never told you,’ said loyal Lucette, ‘so nothing could escape. Nope. I can’t do that to your sweetheart and mine, because we know you could hit that keyhole with a pistol.’
Describing the early stage of his relationship with Ada, Van Veen (the narrator and main character in VN’s novel Ada, 1969) says that the phrase ‘and do you remember’ in three different languages became with him and Ada the standard device for beginning every other sentence:
At the beginning of Ada’s epilogue Van Veen (the narrator and main character in Ada, 1969) salutes life and mentions his old Russian valet who pulls out and pushes in nose-ringed drawers in the dressing room:
According to 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), the maiden name of Shade's wife Sybil, Irondell, comes from hirondelle (Fr., "swallow"):
According to 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), in his poem about a miragarl ("mirage girl") the society sculptor and poet Arnor mentioned a dream king in the sandy wastes of time:
According to 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), his note to Line 493 of Shade’s poem (She took her poor young life) is not an apology of suicide:
The following note is not an apology of suicide – it is the simple and sober description of a spiritual situation.