There are often references to swans in VN. I selected only  a few more epresentative quotations (not included: the old swan & sweet-voiced Mademoiselle and multiple references to Greek myths in "Ada"):
Lolita: "Can you remember," she said, "what was the name of that hotel[...] with those white columns and the marble swan in the lobby? Oh, you know [noisy exhalation of breath] — the hotel where you raped me. Okay, skip it. I mean, was it [almost in a whisper] The Enchanted Hunters?
Pale Fire: As noted in the Index, a sample of Kinbote's "attitude towards swans" (note to line 319): "...The wood duck, a richly colored bird, emerald, amethyst, carnelian, with black and white markings, is incomparably more beautiful than the much-overrated swan, a serpentine goose with a dirty neck of yellowish plush and a frogman’s black rubber flaps.Incidentally, the popular nomenclature of American animals reflects the simple utilitarian minds of ignorant pioneers and has not yet acquired the patina of European faunal names."  Still the King favored "swansdown" as in line 80 ( on my bedroom...):  "For other needs than sleep Charles Xavier had installed in the middle of the Persian rug-covered floor a so-called patifolia, that is, a huge, oval, luxuriously flounced, swansdown pillow the size of a triple bed.    
I learned that "Both falcon and swan frequently take on human shapes in Russian fairy tales. The swan, a feminine image, has a tortured reputation.[...]  Killing the swan was considered a sin in medieval Rus, and showing a dead swan to children was to doom them to sudden death [...]In both bylina and fairy tale the swan was often a maiden transformed into the bird by sorcery."  According to J.A.Haney in his comments to "The Slovo" ( The Song of Igor's CAmpaign): "The wolf and the eagle, whom the poet associates here with Boian's arts, figure prominently in Russian oral tradition. They are often a means of transport for an adolescent to the Otherworld. The adolescent's guide through the forest that led him towards his destination was often a wise old man skilled in the wisdoms, wlsdoms that in some of the oldest Russian epic songs are specifically the magic required to shift one's shape." ( © 1992 by J. A. V. Haney)
 
Another special animal in Russian folklore is the squirrel. Still following Haney: "the words for thought and squirrel would have differed by but one letter: mysliu/mys'iu."  There are squirrels in Lolita ( nicer references abound in Pnin, of course), one of which HH kills and the other is seen squashed by the roadside. This "squashed animal-thought" was mentioned close to Lolita's almost teasing accusation that HH had raped her, like the other reference to a "marble swan" at the entrance of the Enchanted Hunters hotel. 

"Oh, a squashed squirrel," she said. "What a shame."

[...]"You chump," she said, sweetly smiling at me. "You revolting creature. I was a daisy-fresh girl, and look what you've done to me. I ought to call the police and tell them you raped me. Oh, you dirty, dirty old man." 
I cannot now remember if at Camp Q VN also describes a stuffed squirrel like one we may discern in Kubrick's movie.

 
Besides these magical animals there are falcons and wolves:  "The identity of the bard Boian has been much discussed. Certainly someone named Boian received a grant of land in Kiev in the eleventh century, and the author of the early Muscovite poem written in imitation of the Slovo [...] But Boian was also a shape-shifter, and it is curious that Liutprand in the tenth century mentions that Boianus, son of the Bulgarian tsar Simeon, could turn himself into a wolf or other animal at will. The notion that Boian was a wizard, a magus and a seer, as well as a poet, is consistent with a general Indo-European tradition at least as old as that of Orpheus. It reminds us especially of the mysterious Kyot of Wolfram von Eschenbach's Parzival a work very nearly contemporary with the Slovo. Wolfram says that "Kyot laschantiure hiez," (Book VIII, 416). Kyot was called le chanteur, a singer or, perhaps, l'enchanteur, an enchanter.
The Enchanter.. a  poet and a shape-shifter? Might this be close to Matt Roth's connection between John Shade's "muse and versipel" and "werewolves"? 

 

 
 

 

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