This page-by-page annotation is organized by sections, as delineated by the seven squares (sprockets) which separate each section. The page numbers for this page-by-page annotation are for the original Viking edition (760 pages). Editions by other publishers vary in pagination the newer Penguin editions are 776 pages; the Bantam edition is 886 pages.
Contributors: Please use a 760-page edition (either the original Viking edition with the orange cover or the Penguin USA edition with the blue cover and rocket diagram there are plenty on Ebay for around $10) or search the Google edition for the correct page number. Readers: To calculate the Bantam edition use this formula: Bantam page # x 1.165. Before p.50 it's about a page earlier; as you get later in the book, add a page.
Finally, profound thanks to Prof. Don Larsson for providing the foundation for this page-by-page annotation.
3.01 A screaming comes across the sky
These opening words are forever linked with the V-2 (German A4) rocket. They may bring associations with bombs whistling as they fall, or with the high whine of postwar jet engines. But they are not a description of the sound actually made in target zones by the V-2 rocket, which was typically -- depending on the auditor's location -- the sharp "cracking" explosion of the 750-kg warhead followed by a deeper, more or less extended sonic boom.
Within this opening nightmare, the "screaming" connects more strongly to the wailing of air-raid sirens and/or, more poetically, to the panic of the city dwellers seeking escape. For what it's worth, the audiobook of Gravity's Rainbow -- presumably approved by Pynchon or his wife and agent, Melanie Jackson -- begins with an audio montage of air-raid sirens and snatches of WWII radio broadcasts.
3.03 The Evacuation
First instance in Gravity's Rainbow of a lifetime stylistic trait of Pynchon's: unpredictable use of Capitalization.
- In Mason & Dixon, Pynchon employs capitalization of nouns widely in semi-accordance with the style of 18th-century written English.
- All nouns are capitalized in German. Worth noting because the country, language and history loom so large in Gravity's Rainbow as well as Pynchon's first two novels, so much so that Pynchon scholar David Cowart refers these novels as Pynchon's "German period."
Besides the normal meanings, including "theater of war", 'theatre' is the name that fireworks' organizers call a sky display.
3.05 iron queen
a queensize bed made of iron. Hardly made after 1900. Queen Victoria had a famous brass (and iron) one in the Crystal Palace! "Beds made of hollow tubes of steel, iron, and brass came to be manufactured in the mid 19th century. These were to be used both by soldiers and civilians. Their main advantage at that time was that unlike wooden beds, these could not be infested with bedbugs. Queen Victoria's brass bed at the Crystal Palace has been the most famous antique brass bed.
By the late 19th century, metal beds were nearly out of fashion." Antique beds []
Also, In The Odyssey, when Odysseus goes to the Underworld, he refers to Persephone as the Iron Queen. Of the four gods of Empedocles' elements it is the name of Persephone alone that is taboo, for the Greeks knew another face of Persephone as well. She was also the terrible Queen of the dead, whose name was not safe to speak aloud, who was named simply "The Maiden". Wikipedia []
3.07 crystal palace
See Alpha entry, especially this re cultural meaning:
The Crystal Palace made a strong impression on visitors coming from all over Europe, including a number of writers. It soon became a symbol of modernity and civilization, hailed by some and decried by others.
In What Is to Be Done?, Russian author and philosopher Nikolai Chernyshevsky pledges to transform the society into a Crystal Palace thanks to a socialist revolution.
Fyodor Dostoevsky implicitly replied to Chernyshevsky in Notes from Underground. The narrator thinks that human nature will prefer destruction and chaos to the harmony symbolized by the Crystal Palace.
When the first major international exhibition of arts and industries was held in London in 1851, the London Crystal Palace epitomized the achievements of the entire world at a time when progress was racing forward at a speed never before known to mankind. The Great Exhibition marked the beginning of a tradition of world's fairs, which would be held in major cities all across the globe. Following the success of the London fair, it was inevitable that other nations would soon try their hand at organizing their own exhibitions. In fact, the next international fair was held only two years later, in 1853, in New York City. This fair would have its own Crystal Palace to symbolize not only the achievements of the world, but also the nationalistic pride of a relatively young nation and all that she stood for. Walt Whitman, the great American poet, wrote in "The Song of the Exposition":
That the Crystal Palace Exhibition "marked the beginning of a tradition of world's fairs" can remind that Against the Day starts at the Columbian Exhibition of 1893 in Chicago. More international optimism.
3.14 second sheep
Compare the narrator’s discussion of William Slothrop’s heretical tract "On Preterition," which argued for the holiness of the preterite, and Weisenburger’s note at 555.29-31.
A wide symbology relates to sheep in ancient art, traditions and culture. Judaism uses many sheep references including the Passover lamb. Christianity uses sheep-related images, such as: Christ as the good shepherd, or as the sacrificed Lamb of God (Agnus Dei); the bishop's Pastoral; the lion lying down with the lamb (a reference to all of creation being at peace, without suffering, predation or otherwise). Greek Easter celebrations traditionally feature a meal of Paschal lamb. Sheep also have considerable importance in Arab culture; Eid ul-Adha is a major annual festival in Islam in which a sheep is sacrificed.
Herding sheep plays an important historico-symbolic part in the Jewish and Christian faiths, since Abraham, Jacob, Moses, and King David all worked as shepherds. wikipedia 
Sheep are often associated with obedience due to the widespread perception that they lack intelligence and their undoubted herd mentality, hence the pejorative connotation of the adjective 'ovine'. In George Orwell's satirical novel Animal Farm, sheep are used to represent the ignorant and uneducated masses of revolutionary Russia. The sheep are unable to be taught the subtleties of revolutionary ideology and can only be taught repetitive slogans such as "Four legs good, two legs bad" which they bleat in unison at rallies. The rock group Pink Floyd wrote a song using sheep as a symbol for ordinary people, that is, everyone who isn't a pig or dog. People who accept overbearing governments have been pejoratively referred to as "sheeple". wikipedia 
adj. (of a mirror) having an incomplete reflective coating, so that half the incident light is reflected and half transmitted: used in optical instruments and two-way mirrors. Collins Dictionary
See the splitting of light all through Against the Day, Pynchon's 2006 novel.
3.19 view finder
as two words, this seems to refer to handheld devices in which slides were slid and viewed in 3-dimensions. Here is a version still being made view finder.
"half-silvered" above seems most correct with this kind of device.
3.22 They pass in line
A Pynchonian leitmotif. The linearity of lining up has resonances throughout his work, articulated most straightforwardly in Against the Day, which starts with "Single up all Lines!", and perhaps dealt with most profoundly in Mason & Dixon, a novel about creating the "Mason & Dixon line".
3.25 Rain comes down
Pynchon's first published story is called The Small Rain. See his remarks on rain in fiction in Slow Learner.
3.30 naptha winters
Naptha is the flammable liquid obtained from the distillation of coal and used to fire gaslights and heaters. ...
3.32 rolling-stock absence
Rolling stock is the collective term that describes all the vehicles which move on a railway.
3.35 Absolute Zero
Theoretical state when no molecules move. Zero. State of entropy, a key concept of Thomas Pynchon's. See the early story "Entropy" in Slow Learner.
3.36 places whose names he has never heard
'secret cities of poor', deep under these fallen girders. Places that have never been spoken of, yet exist. Lower than Low-lands.
Later in Pynchon's world,in other books, Mason & Dixon and Against the Day, we will travel deeper underground, to places with no names we know, it seems. See a "progressive knotting into", 3.26 in GR.
3.37 the walls break down
See "wall of death" later in Gravity's Rainbow. A-and in Against the Day.
4.01 getting narrower...cornering tighter and tighter
Cf. the rationalization of choice and similar phrasing in Against the Day, pynchon wiki p. 10
4.03 It is a judgment from which there is no appeal
What began as an evacuation from a city under attack is becoming, obliquely but unmistakably, the way to the death camps of the Third Reich.
1) a procession, in single file, of merchants or pilgrims 2) a procession of mules, camels or certain other animals. Sources: Online dictionary and wikipedia.
Pilgrim has Pynchonian resonances, especially in Against the Day.
A-And, once again, notice the singleing up of lines.
1) n. An ornament, such as a rosette or knot of ribbon, usually worn on the hat as a badge. [Alteration of obsolete cockard , from French.]
2) Operational code name for Allied deception operations intended to draw attention away from Normandy prior to D-Day 
Cf. pun: cock aid, esp. as Slothrop's 'condition' within Gravity's Rainbow is revealed.
4.07 the color of lead
cockades are usually brightly colored. Lead is not.
Lead is a malleable toxic metallic element, bluish-white in color that
tarnishes to a dull gray. Lead
Lead is what bullets are made of.
4.12 corridors straight and functional
More forced linearity.
4.31 But it is already light...light has come percolating in
See also the opening lines of Pynchon's next book, 'Vineland', which begins with someone waking from a (possibly prophetic) dream, with light streaming in.
4.37 the different levels of the enormous room
The transition from dream to waking is so subtle, and beautifully done, right down to little details, such as how the dreamer's real and dreamt surroundings cross over: the multi-levelled carriage of the dream becomes, on awaking, the room with many levels; the carriage's evacuees ('second sheep') become the room's 'drunken wastrels', etc.
5.03 His name is Capt. Geoffrey ("Pirate") Prentice.
Pirate’s name derives from Gilbert and Sullivan’s operetta The Pirates of Penzance, in which the hero’s nurse has made a fateful error in carrying out her employer’s instructions: Instead of having the boy apprenticed to a (ship’s) pilot, he was apprenticed to a pirate, hence a "pirate ‘prentice." The name, though, is not simply a fortuitous pun: In her error, the nurse has lost a message, like the hare of Herero myth, and thus guaranteed her young charge’s preterition. (There are also connections here to the theme of "communications entropy," which is central to The Crying of Lot 49 and the short story "Entropy.")
5.03 He is wrapped in a thick blanket, a tartan of orange, rust, and scarlet. His skull feels made of metal.
The rust in the tartan goes well with the metal-feeling skull. And there's a lot of metal in the preceding pages - lead, girders, the iron queen, the metal train tracks, etc. So it's appropriate that Prentice wakes feeling metallic.
5.22-24 a maisonette erected last century, not far from Chelsea Embankment, by Corydon Throsp, an acquaintance of the Rossettis' who wore hair smocks and liked to cultivate pharmaceutical plants up on the roof
There appears to be no single maisonette near the Chelsea Embankment fitting the description of Pirate's: mullioned windows (p4), French windows, spiral ladder to the roof, parapets and a view of the Thames (p6), mediaeval windows (p93), roof ledges (p111), and of course a roof large and flat enough to hold a bananery, or some pigs. Rossetti, who we're told Throsp is on nodding terms with, and Swinburne lived at No. 16 Cheyne Walk; Rossetti kept a small zoo in the house, including peacocks (die Pfaue). Thomas Carlyle's house is nearby in Cheyne Row. There is a bust of Rossetti in the strip of park separating Cheyne Walk, where Keith Richards, not unfamiliar with Osbie Feel's kind of mushrooms, once lived, from the embankment.
Rossetti's wife died of a drug overdose, and he took to keeping wombats as pets; one of these wombats used to attend the dinner table, and was said to have provided the inspiration for the Dormouse character in Alice in Wonderland.
That Dormouse's advice - "feed your head" - was used at the end of Jefferson Airplane's mushroom flavoured, Alice-inspired song 'White Rabbit'. Way later on in the book, Slothrop has a dream in which a statue of the White Rabbit in Llandudno is giving him sage advice, but he loses it as he wakes. Oddly enough, the drug that killed Rossetti's wife was laudanum, which isn't very different from 'Llandudno'. Of course that's almost certainly just a coincidence, but all of the foregoing is the sort of stuff you find yourself digging up by chasing after the countless references Pynchon sews into the fabric of the book.
5.32 all got scumbled together, eventually, by the knives of the seasons, to an impasto, feet thick, of unbelievable black topsoil
http://dictionary.reference.com/search?q=scumbled "To blur the outlines of: a writer who scumbled the line that divides history and fiction."
A-and the wonderful phrase, "knives of the seasons" embodies another lifelong deep theme in Pynchon's work: that the 'wheeling' of time [see later in Gravity's Rainbow and Against the Day], the cycle of nature, is an ineluctable good thing, even as it knifes us, ravages, us. It thickens us, impasto-like, gives us topsoil in our characters, so to speak.
Recapitulated later in "...corrode in the busy knives of weather pushing relentlessly into all the rooms." (533.22)
5.41 the politics of bacteria... rings and chains in nets
Along with "fragments of peculiar alkaloids" a few lines earlier, this begins a recurring use of chemical and biochemical language and perspectives. Sometimes it points toward synthetic industrial chemistry and the geopolitics of coal, oil and steel, sometimes toward the endless variety and vitality of life. Thomas R. Pynchon III (1823-1904), the author's great-great-uncle, was an eminent chemist and educator at Trinity College in Hartford, CT.
Suggests the double-helix structure of the DNA molecule that preserves the "living genetic chains" evoked at 10.14.
Double-helix structure like a mandala, pervasive in GR:
"Mandala" is an ancient Sanskrit word meaning "sacred circle that protects the soul." It also refers to the sacred cosmograms that serve as core symbols of all cultures. Westerners have been fascinated for centuries about the mandalas of the Hindu-Buddhist cultures of Asia, most often painted geometric diagrams of great beauty and sophistication, that draw the viewer into a realm of balance, harmony, and calm. But such diagrams are actually architectural blueprints of the purified realm of bliss that we can only realize through enlightenment. They represent three-dimensional spaces of personal and communal exaltation, palaces for the regal confidence of love, compassion, and universal satisfaction of self and other. Understanding their role in anchoring the world-picture of a culture or a person provides a new insight into the "mandalas" of our own culture – the national space anchored by the Washington monument and its environs, or the personal cosmological space anchored by the models of the solar system, the DNA double-helix molecule, and the atom. Mandala
A recent scientific magazine also had an essay  on the similarity of the double-helix sructure and the structure of the mandala. A-and, GR, containing mandalas, has been argued to be structured like a mandala. SPOILER of upcoming GR tropes: "Slothrop finds mandalas, sees mandalas in the sky and all around him, and becomes a mandala himself". "mandalas are part of a spiritual or mythic panoply"... From Thomas Pynchon, The Art of Illusion by David Cowart, p. 126.
Cf. p. 209, Mason & Dixon: " oblique angles with all meridians and that is a spiral coiling round the poles but never reaching them."...
Cf. V. where the isle of Malta is also likened to a sort of mandala.
6.12 The great power station and the gasworks beyond
Pirate is looking at the Battersea Power Station. Built in 1937, the Station is well known for appearing below a giant inflatable pig on the cover of Pink Floyd's 1977 album Animals. It has been defunct since 1983. At the time GR is set the plant had two smokestacks; today it has four. According to the London Encyclopedia (ed. C. Hibbert and B. Weinreb) a plaque commemorating Michael Faraday hangs on one wall, but it's not possible to confirm this as the entire site is fenced off. "The gasworks beyond" is the still operational British Gas plant just southeast of the power station. Viewed from Pirate's stretch of the Embankment it seems to lie more to the right of the power station than "beyond" it.
7.09 Pick bananas
Pirate's decision after a paragraph on the inevitablity of the rocket's flight can remind one of a famous Buddhist sutra on picking a strawberry:
The Sweetest Strawberry
Buddha told a parable in a sutra:
- A man traveling across a field encountered a tiger. He fled, the tiger after him. Coming to a precipice, he caught hold of the root of a wild vine and swung himself down over the edge. The tiger sniffed at him from above. Trembling, the man looked down to where, far below, another tiger was waiting to eat him. Only the vine sustained him. Two mice, one white and one black, little by little started to gnaw away the vine. The man saw a luscious strawberry near him. Grasping the vine with one hand, he plucked the strawberry with the other. How sweet it tasted!
-Paul Reps, Zen Flesh, Zen Bones
from Everyday Mind, edited by Jean Smith []
The use of the squares to separate chapters was suggested by the production department or editors of GR, not by Pynchon himself. See Edward Mendelson, "Gravity's Encyclopedia," fn. 4.
Gerald Howard, Bookforum: "It is generally thought that the line of seven squares that serves as a graphic device to separate the unnumbered chapters in the novel is meant to suggest the sprocket holes in film reels, indicating that the book is to be "read" cinematically as a kind of film in prose. Wrong. In one of his letters Kennebeck refers pointedly to the "oblong holes" in censored correspondence from World War II soldiers, then termed V-mail (there's that letter again), and in a letter to Donald Barthelme accompanying a finished copy of the book, Kennebeck makes jocular mention of the sprocket-hole theory, first floated in the Poirier review, and comments, "I little knew what I was contributing to the history of literature." Sometimes a rectangle is just a rectangle—or maybe a censor's mark."
A further angle on the squares is this: they are vignettes. Regard the etymology and definition of the word (from Wiktionary http://en.wiktionary.org/wiki/vignette)
Etymology: First attested in 1751. From French vignette, diminutive of vigne (“vine”) < Latin vīnea < vīnum (“wine”).
(architecture) A running ornament consisting of leaves and tendrils, used in Gothic architecture.
(printing) A decorative design, originally representing vine branches or tendrils, at the head of a chapter, of a manuscript or printed book, or in a similar position.
(by extension) Any small borderless picture in a book, especially an engraving, photograph, or the like, which vanishes gradually at the edge.
(by extension) A short story that presents a scene or tableau, or paints a picture.
The small picture on a postage stamp.
Lends new meaning to the line "Tonight they will shoot wine."
Beyond the Zero
Un Perm' au Casino Herman Goering
In the Zone
279-295, 295-314, 314-329, 329-336, 336-359, 359-371, 371-383, 383-390, 390-392, 392-397, 397-433, 433-447, 448-456, 457-468, 468-472, 473-482, 482-488, 488-491, 492-505, 505-518, 518-525, 525-532, 532-536, 537-548, 549-557, 557-563, 563-566, 567-577, 577-580, 580-591, 591-610, 610-616