Merry Christmas, Everyone
Here is a train of thought for under the tree:
Oscar Nattochdag = Chattanooga Cars
I'm not sure what to make of it in Pale Fire, except as autobiographical clue; Nabokov apparently loved trains. He always drew one on letters for young Dmitri, and Dmitri left a bunch of model trains amongst his donation to Harvard.
Kinbote is very fond of Nattochdag so maybe that's the link.
The extremely popular song, "Chattanooga Choo Choo" came out in 1941 with the Glenn Miller Orchestra: