Procrastinating (what else!) packing for my drive back to ND tomorrow, I had fun with this Crooked Timber post about imaginary places in literature. It specifically the relative ease of inventing places in Africa, where people feel free to invent whole countries, as opposed to Europe or America, where you are more often limited to a city or county. Fairly fun to read through the examples people come up with in the comments, and to think of your own (For instance - UW Math prof. Jordan Ellenberg's novel The Grasshopper King has the fictional region/country? of the Gravine). But then someone had to bring up Pale Fire, with its fictional country of Zembla, and its garbled US geography, and I couldn't help but gallup off on one of my favorite hobbyhorses, when really I should be resting up for the ride West tomorrow.

Follow up:

First, let's straighten up a comment from Crooked Timber. Kinbote emigrates not to Cedarn, Utana, but to "New Wye, Appalachia, U.S.A." (first page of the Foreward), and from that construction and elsewhere I think it's made pretty clear that Appalachia is supposed to be a fictional state, and not just a region of the country. I seem to remember New Wye being modeled on Ithaca, where Nabakov spent some time.

Kinbote winds up in Cedarn only later. Kinbote asks the Shades where they are planning to vacation: "Mr. Shade glanced at Mrs. Shade, and she replied for him in her usual brisk offhand fashion that they did not know for sure yet - it might be Wyoming or Utah or Montana" - Sybil Shade is presented as being protective or her husband's privacy, and not enthused about Kinbote - she seems to just not want to tell Kinbote where. But Kinbote finds out later, from John Shade's doctor, that they had a place "at Cedarn in Utana on the Idoming border" (the last two quotes from the commentary to line 287). It's notable that we get both the real state names, but thrown up as a smokescreen, and then the fake blend of them as the specific place - as though Kinbote, who is hardly presented as mentally stable, is making the place up, but can't decide on which state to pick.

There's certainly more to investigate here, but packing (and sleep!) calls. So some quick, poorly edited rambling: Given the original context of the question, note that the geography of Utana and Appalachia, the fake US locations, doesn't really get developed - Utana is just some fuzzy place out west, and the only part of Utana we really get to deal with is New Wye - while that of Zembla, the fictional European country, gets developed to a much larger degree, supporting some of Holbo's original riffing. Despite this, I think that we have to be careful using the fictional geography of Pale Fire as a case study for his point - a large purpose of fictional geography in general is to get some of the hazy associations (to link back to what started all this) of the region without getting bogged down with the more specific associations, or making people mad by putting the math offices in the classics building. But I'd argue, if my eyelids weren't drooping, that the fictional geography in Pale Fire serves primarily to cast doubt upon Kinbote's sanity.