Ada, or Ardor: a Family Chronicle is a 1969 novel by Vladimir Nabokov, taking the form of the longnote Nabokov's longest novel, in fact memoirs of a psychiatrist around 1967 looking back at his 97 years of life. Rather than his career or philosophical thinking, however, the bulk of it concerns his over 80-year-long love affair with his cousin (actually sister), the eponymous Ada.
Alternate History: Most of the world is under Anglo-American dominion, with the notable exception of Tartary, and electrical power is taboo, just for a start. The Golden Horde still rules, so it can be inferred that the point of divergence was in the 14th century, but this is unsure.
Aristocrats Are Evil: The Veen family whose male members have a long history of sexually fixating on very young girls. They are also contemptuous of ordinary people to the point where they often feel physical disgust around them.
Band of Brothels: Villa Venus, a chain of exclusive brothels with a select aristocratic clientele.
Big Fancy House: Ardis, which subtly parodies the manors that are a stock feature of much nineteenth and eighteenth century literature.
Chivalrous Pervert: Played with. Van Veen shows no chivalry towards sexually attractive women he considers low class, such as Blanche and the "fubsy pig-pink whorelet" who relieved him of his virginity. However he does shows some tenderness and gallantry towards women whose class matches his such as his half-sister Lucette and the child prostitutes at the Villa Venus which (in theory anyway) recruits from the aristocracy only.
His father Demon Veen despite his taste for young girls is very concerned for Ada when he finds out she and Van are commiting incest and tries to force Van to end the relationship.
Gratuitous Foreign Language: There's quite a bit of Russian and French interpolated, including a two paragraph letter entirely in French. Vivian Darkbloom's appendix provides translations for all of this, though it's usually understandable enough from context.
In Spite of a Nail: Despite some apparently rather large changes in 15th-century European geopolitics, the United States seems to be pretty much the same, or at least the continental 48 states. There are still Spanish and Native American place names, and all the mentioned states and cities seem to be the same.
Interrupted Intimacy: Lucette as a child frequently and deliberately interrupts Van and Ada's lovemaking.
One Steve Limit: Two characters are named "Walter D. Veen", so they're distinguished by their middle names.
Outgrown Such Silly Superstitions: Religion exists, but it's much less popular and treated far more disdainfully than in reality. Marina, admittely not very smart, is even unaware that Judaism predates Christianity.
Parental Incest: Mention is made of a man who impregnates his 5-year-old granddaughter (while asleep, supposedly). Five years later, he impregnates the resulting girl, again supposedly while asleep.
Shout Out: The nonfiction work The Ambidextrous Universe by Martin Gardner quoted John Shade; Nabokov returned the favor by having Van mention John Shade being quoted by the "invented philosopher" Gardiner [sic] in that book.
Steampunk: Very minor case, but blimps are more prominent, there are clockwork horseless carriages, and telecommunication is done through "hydrophones" (later corrupted to "dorophones").
Suicide Pact: Van and Ada at the end of the book. Probably (it's kind of ambiguous).
Tangled Family Tree: Walter D. Veen marries Aqua Durmanov, his second cousin, while his cousin, also named Walter D. Veen, marries Aqua's twin sister, Marina. A chart is included with the book.
Teen Genius: Ada and Van are both very precocious; the latter gets a master's degree at 19.