Please read Alexey Sklyarenko's annotations on Pale Fire, Ada and other Nabokov works here.
Describing Lucette's visit to Kingston (in VN's novel Ada, 1969, Van's American University), Van Veen (the narrator and main character in Ada) mentions The Ugly New Englander (one of the novels on the nearest bookshelf):
In her letter to Van Veen (the narrator and main character in VN's novel Ada, 1969) that Lucette (Van's and Ada's half-sister) brings to Kingston (Van's American University) Ada says that something is very wrong with the Ladore line:
According to Humbert Humbert (the narrator and main character in VN's novel Lolita, 1955), his trying to improve on Charlotte's sauces resulted in an upset stomach:
In his Foreword to Humbert Humbert’s manuscript John Ray, Jr. (a character in VN's novel Lolita, 1955) mentions his good friend and relation, Clarence Choate Clark, Esq. (Humbert’s lawyer):
During Van’s first tea party at Ardis Marina (in VN’s novel Ada, 1969, Van’s, Ada’s and Lucette’s mother) says that, as a girl, she used to love history and mentions Dostoevski:
In his Foreword to Humbert Humbert's manuscript John Ray, Jr. (a character in VN's novel Lolita, 1955) mentions his modest work (“Do the Senses make Sense?”) wherein certain morbid states and perversions had been discussed:
Describing his first arrival at Ardis, Van Veen (the narrator and main character in VN's novel Ada, 1969) mentions Torfyanka, a dreamy hamlet consisting of three or four log izbas, a milkpail repair shop and a smithy smothered in jasmine:
According to Van Veen (the narrator and main character in VN's novel Ada, 1969), the pink-blooming chestnuts of Chose (Van's English University) always induced in him an amorous mood:
Describing his first erotic experience at Riverlane (Van's boarding school), Van Veen (the narrator and main character in VN's novel Ada, 1969) mentions the round creamy charms of Bronzino’s Cupid:
Describing the picnic on Ada's twelfth birthday, when he walks on his hands for the first time, Van Veen (the narrator and main character in VN's novel Ada, 1969) compares his Riverlane boarding school to a prison: