Nabokov's Theme

Which book was it that Edmund Wilson thought Nabokov had constructed as a game of chess?

No, not The Defense (which is to chess what Kawabata's The Master of Go is to ...):
With his prickly competitiveness, Wilson attempted to ensure he would never be caught out by Nabokov, and as a result imagined hoaxes that had never existed. He telephoned Nabokov shortly after reading The Real Life of Sebastian Knight to tell him he had discovered that the whole novel was built as a chess game. Nabokov told him, truthfully, that this was not the case. Wilson wrote back to say: "I don't believe a word you may say about your book and am furious at having been hoaxed by it ..." (Brian Boyd, VN:The American Years)

Wilson would have been on safer ground had he chosen a chess problem as the governing metaphor. Nabokov was competent in chess problem composition, collecting his efforts in Poems and Problems (the latter only linkable in Italian); but his notoriety elsewhere were what gave his problems interest (though this stream of invention has not been without tributaries -- the form of the cited "Nabokov Theme" problem here being a helpmate, in which the sides conspire to uniquely arrive at the mating matrix -- another unorthodox form, known as the selfmate, may provide an interpretive matrix for The Defense).

Nabokov discusses his experience with chess problems in Chapter 14 §3 of Speak, Memory:
It is a beautiful, complex and sterile art related to the ordinary form of the game only insofar as, say, the properties of a sphere are made use of both by a juggler in weaving a new act and by a tennis player in winning a tournament. Most chess players, in fact, amateurs and masters alike, are only mildly interested in these highly specialized, fanciful, stylish riddles, and though appreciative of a catchy problem would be utterly baffled if asked to compose one.
Problems have been called the poetry of chess; Nabokov here comes closest to giving the game away on how he wrote, and how he wanted to be read:
... it is only when [themes] are combined in a certain way that a problem is satisfying. Deceit, to the point of diabolism, and originality, verging upon the grotesque, were my notions of strategy; and although in matters of construction I tried to conform, whenever possible, to classical rules, such as economy of force, unity, weeding out of loose ends, I was always ready to sacrifice purity of form to the exigencies of fantastic content, causing form to bulge and burst like a sponge-bag containing a small furious devil.
[...] It should be understood that competition in chess problems is not really between White and Black but between the composer and the hypothetical solver (just as in a first-rate work of fiction the real clash is not between the characters but between the author and the world), so that a great part of a problem's value is due to the number of "tries"--delusive opening moves, false scents, specious lines of play, astutely and lovingly prepared to lead the would-be solver astray ...
But this itself has led many commentators astray, into believing that there is an unambiguous resolution to the meaning of his texts, and attempting to decipher it. Instead, the informed, to the point reading is accomplished by indirection, in the by-play and try-play:
... The unsophisticated might miss the point of the problem entirely, and discover its fairly simple, "thetic" solution without having passed through the pleasurable torments prepared for the sophisticated one. The latter would start by falling for an illusory pattern of play based on a fashionable avant-garde theme ... which the composer had taken the greatest pains to "plant"... Having passed through this "antithetic" inferno the by now ultrasophisticated solver would reach the simple key move ... as somebody on a wild goose chase might go from Albany to New York by way of Vancouver, Eurasia and the Azores. The pleasant experience of the roundabout route (strange landscapes, gongs, tigers, exotic customs, the thrice-repeated circuit of a newly married couple around the sacred fire of an earthern brazier) would amply reward him for the misery of the deceit, and after that, his arrival at the simple key would provide him with a synthesis of poignant artistic delight.
There is a much richer lode of thought to be mined in considering thematic comparisons between themes in literature and in chess problems (some of which sound almost literary: interference, cyclic-, critical- and changed-play; doubling, dual avoidance, chameleon echoes), accumulations of practices from prior art and allusions thereto, coalescence into schools of thought.

Nabokov himself makes use of this cross-over potential in a variety of ways, some less obvious than others. It may be going out on a limn to assert the relevance of Poe and Carroll, two prime resources for Lolita, sharing not only a predeliction for too-young girls (asked what scenes he would have liked to seen filmed, Nabokov included: "Poe's wedding. Lewis Carroll's picnics."), but also for essaying chess (Poe in Maelzel's Chess-Player, Carroll in Wonderland); nevertheless, Humbert's relation to Quilty is much that of would-be solver to composer. In Pale Fire, King Alfin's old flame Iris Acht (d. 1888), may be seen as translating to Iris Eight, i.e., i8 (or eye-8), in chess notation referring to a square just off the 8x8 board (which only goes up to h8); her irisated photograph hangs above the trapdoor escape that King Charles/Kinbote ("a king-in-the-corner waiter of the solus rex type") uses to evade capture. This passage was first discovered whilst his guardians were diverted by A Game of Chess, this being the name of the second part of Eliot's The Waste Land parodied by Shade in the poem "Pale Fire" in L653-664 and L408-427, with Pope's The Rape of the Lock in the background of the latter (per Boyd) -- meanwhile, the guards are now playing lasquenet (a card game appearing just before "lass" in the dictionary, for word golf fans), but this takes me too far afield, as Nabokov's cascading allusions are wont to do ...

So, to return to chess problems, the scope for cross-over the other way is quite limited for such an hermetic art. There is a typographical variant, the "letter problem", in which the piece configuration approximates an alphabetic character. This is more like occasional poetry (or perhaps ASCII-Art), less art than clever craft or curiosity, though it can have its moments. Nabokov did not essay this, but he did attempt to blend typography with typology from his other truly professional field, lepidoptery. This was the last short story he worked on (but did not complete), "The Admirable Anglewing"; his notes for it were published in Nabokov's Butterflies (Boyd & Pyle) in 2000. In quick sketch, it centers on discovery of a new species of butterfly for which the "type specimen" becomes a problem; this new discovery is apparently related to the Question-Mark Anglewing (Polygonia interrogationis) with its own distinctive markings: "maroon marked underside with a silvery exclamation mark beneath on the hindwing" (last notecard, in full).

This permits me to effect this reverse cross-over, punctuating Nabokov's unfinished story with an unpublished curiousity of my own, for which I'll resuscitate the 19th century convention of titling chess problems: I give you "The Admirable Anglewing".
W: Kg1; Ne3,e7; Bf6
B: Kd4; Nb6,e5
Helpmate in 3
Solution: 1. Kc5 Nc8 2. Nc6 Na7 3. Nd4 Be7
Piece configuration changes from "?" in initial setting to "!" as W executes coup de grace. (But then, "?!" is standard chess annotation for "dubious" ...)