The Annotated Lolita: Revised and Updated

And they did the Penguin 50 yr anniversary edition [1]. It has some useful notes at the end, too.

I found the notes in the Annotated Lolita [2] very helpful, unfortunately I haven't really found an annotated version of M&M (beyond what's in [1]).

[1] https://www.amazon.com/dp/0143108271

[2] https://www.amazon.com/Annotated-Lolita-Revised-Updated/dp/0...

Just a book recommendation: If you want to get a feel for Nabokov (and his depth), have a look at the "Annotated Lolita" - the editor points out so many details and allusions as to make your head spin.

https://www.amazon.com/Annotated-Lolita-Revised-Updated/dp/0...

For something ever so slightly lighter, consider "Pnin"; for some heavy (but delightful) going, consider "Pale Fire". Bring time and a drink.