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.
Sir Alexander Maurice Cameron: He served in World War II initially as a British General Staff Officer with Anti-Aircraft Command and then as Commander of the Anti-Aircraft Brigade from 1942. He was on the staff of Supreme Headquarters, Allied Expeditionary Force from 1944 to 1945. At this time he started constructing an Allied version of the V2 rocket. 
Peter D. Ouspensky (March 4, 1878–October 2, 1947), (Pyotr Demianovich Ouspenskii, also Uspenskii or Uspensky, Пётр Демья́нович Успе́нский), a Russian esoteric philosopher known for his expositions of the early work of the Greek-Armenian teacher of esoteric doctrine George Gurdjieff, whom he met in Moscow in 1915. 
30.39 Jessica Swanlake
Jessica’s last name, like other musical references in the novel, is suggestive. Like the heroine of the Tchaikovsky ballet, she finds true love and is transformed, but then is abducted back to her former state by an evil magician (in this case, Pointsman).
tripos at Cambridge
Formal exams at Cambridge University to demonstrate understanding and determine class honors. Wikipedia
As Weisenburger notes, "eventyr" is Danish for "adventure" but in the sense of a tale or story ("The Adventures of . . . "). It can signify "folk tales" or "fairy tales," as in Hans Christian Andersen’s stories. The first name evokes Lewis Carroll but it also suggests the astrologer Carroll Righter, whose face appeared on the cover of Time magazine for a story about growing interest in the occult on March 21, 1969. Righter, nicknamed "The Gregarious Aquarius," later would read charts for Ronald Reagan, among other celebrities. Also see the note at 742.29.
Zipf's Principle of Least Effort
Zipf's law ( /ˈzɪf/), an empirical law formulated using mathematical statistics, refers to the fact that many types of data studied in the physical and social sciences can be approximated with a Zipfian distribution, one of a family of related discrete power law probability distributions. The law is named after the linguist George Kingsley Zipf who first proposed it (Zipf 1935, 1949), though J.B. Estoup appears to have noticed the regularity before Zipf. 
frail as organdy
Organdy or organdie is the sheerest and crispest cotton cloth made. Combed yarns contribute to its appearance. - from Wikipedia
Crown and Anchor is a simple dice game, traditionally played for gambling purposes by sailors in the British Royal Navy, and also in the British merchant and fishing fleets. The game originated in the 18th century. It is still popular in the Channel Islands and Bermuda, but is strictly controlled and may be played legally only on certain occasions, such as the Channel Islands' three annual agricultural shows, or Bermuda's annual Cup Match cricket game. Three special dice are used in Crown and Anchor. The dice are equal in size and shape to standard dice, but instead of one through six pips, they are marked with six symbols: crown, anchor, diamond, spade, club and heart. 
grin your Dennis Morgan chap goes about
Dennis Morgan (December 20, 1908 – September 7, 1994) was an American actor-singer. Born as Earl Stanley Morner, he used the acting pseudonym Richard Stanley before adopting his professional name. In 1945, he played "Jefferson Jones" in Christmas in Connecticut opposite Barbara Stanwyck and Sydney Greenstreet. He starred in God Is My Co-Pilot, Kitty Foyle, Perfect Strangers and The Desert Song. Morgan was a leading man with Warner Bros. in the 1940s, starring with best friend Jack Carson in many movies, several of which were "two guys" buddy pictures. His peak years were 1943 to 1949. 
Sitrep: A command center (often called a war room) is any place that is used to provide centralized command for some purpose. 
good-whisky-and-cured-Latakia scent of Their rough love
Latakia tobacco is a specially prepared tobacco originally produced in Syria and named after the port city of Latakia. Now the tobacco is mainly produced in Cyprus. It is initially sun-cured like other Turkish tobaccos and then further cured over a pine or oak wood fire, which gives it an intense smokey-peppery taste and smell. Too strong for most people's tastes to smoke straight, it is used as a "condiment" or "blender" (a basic tobacco mixed with other tobaccos to create a blend), especially in English, Balkan, and some American Classic blends. 
33.26 Witchcraft Act
Correspondent Igor Zabel offers this interesting elaboration on the reference: "A few years ago, I came upon a short article in our daily newspaper Delo, which could be interesting here. It says: 'The British spiritualists started a campaign to acquit Helen Duncan, sentenced as a witch during the World War II. She was sentenced as a consequence of a séance in 1942. She told she had seen in her trance a dead soldier wearing a cap with the inscription HMS Barham, who had told her: My ship was sunken. The news about this fact (the ship was supposedly sunken on 25 November 1942) was kept secret by the British government for two years, as Winston Churchill wrote in his diary. In 1944, Duncan was arrested since they were afraid that she would reveal also the date of the D-day. Her trial was based on the Witchcraft Act from 1735, and she was sentenced to nine months of prison. Argument: Helen Duncan pretends that she conjures the spirits of the dead.' It seems that Mexico refers to this case; the year and quotation from the Act correspond to the conviction of Helen Duncan." A web search using Helen Duncan's name will reveal several websites devoted to the "medium martyr."
33.31-32 the Scrubs
Wormwood Scrubs Prison, in London, was built by convicts in 1874
"The White Visitation"... devoted to psychological warfare
I have always figured this was a major influence on the White Lodge of Twin Peaks. 
Following the armistice signed on June 22, 1940, the zone which was not occupied by the Germans took the name of the French State (État Français) (as opposed to the traditional name, République française or French Republic) and set up its capital in Vichy on July 1, because of the town's relative proximity to Paris (4.5 hours by train) and because it was the city with the second largest hotel capacity at the time. Moreover, the existence of a modern telephone exchange made it possible to reach the whole world via phone. More: 
Lublin Communists drawing beads on Varsovian shadow-ministers
On 24 July 1944, Lublin was taken by the Soviet Army and became the temporary capital of a Soviet-controlled communist Polish Committee of National Liberation established in the city, which was to serve as basis for a puppet government. The capital was moved to Warsaw in January 1945. 
ELAS Greeks stalking royalists
The Greek People's Liberation Army or ELAS (Greek: Ελληνικός Λαϊκός Απελευθερωτικός Στρατός, translit. Ellinikós Laïkós Apeleftherotikós Stratós, ΕΛΑΣ), was the military arm of the left-wing National Liberation Front (EAM) during the period of the Greek Resistance until February 1945. 
that stateless lascar...
Lascar: The name lascar was also used to refer to Indian servants, typically engaged by British military officers. 
Perhaps this implies, that though not immediately placeable, Roger Mexico has a bit of an Indian look, outside of the other connotations?
They have euchred Mexico
Euchre is a trick-taking card game most commonly played with four people in two partnerships with a deck of 24 standard playing cards. It is the game responsible for introducing the joker into modern packs; this was invented around 1860 to act as a top trump or best bower (from the German word Bauer, "farmer", denoting also the jack). It is believed to be closely related to the French game Écarté that was popularized in the United States by the Cornish and Pennsylvania Dutch, and to the seventeenth-century game of bad repute Loo. It may be sometimes referred to as Knock Euchre to distinguish it from Bid Euchre. 
Behaviorism, also called the learning perspective (where any physical action is a behavior), is a philosophy of psychology based on the proposition that all things that organisms do—including acting, thinking and feeling—can and should be regarded as behaviors, and that psychological disorders are best treated by altering behavior patterns or modifying the environment. The behaviorist school of thought maintains that behaviors as such can be described scientifically without recourse either to internal physiological events or to hypothetical constructs such as the mind. Behaviorism comprises the position that all theories should have observational correlates but that there are no philosophical differences between publicly observable processes (such as actions) and privately observable processes (such as thinking and feeling). 
Classical conditioning (also Pavlovian or respondent conditioning, Pavlovian reinforcement) is a form of conditioning that was first demonstrated by Ivan Pavlov (1927). The typical procedure for inducing classical conditioning involves presentations of a neutral stimulus along with a stimulus of some significance, the "unconditional stimulus." The neutral stimulus could be any event that does not result in an overt behavioral response from the organism under investigation. Conversely, presentation of the significant stimulus necessarily evokes an innate, often reflexive, response. Pavlov called these the unconditional stimulus (US) and unconditional response (UR), respectively. If the neutral stimulus is presented along with the unconditional stimulus, it would become a conditional stimulus (CS). Pavlov used the term conditional because he wanted to emphasize that learning required a dependent or conditional relationship between CS and US. If the CS and US always occur together and never alone, this perfect dependent relationship or pairing, causes the two stimuli to become associated and the organism produces a behavioral response to the CS. Pavlov called this the conditional response (CR). 
The Navy, Army and Air Force Institutes (NAAFI) is an organization created by the British government in 1921 to run recreational establishments needed by the British Armed Forces, and to sell goods to servicemen and their families. It runs clubs, bars, shops, supermarkets, launderettes, restaurants, cafés and other facilities on most British military bases and also canteens on board Royal Navy ships. Commissioned officers are not usually supposed to use the NAAFI clubs and bars, since their messes provide these facilities and their entry, except on official business, is considered to be an intrusion into junior ranks' private lives. 
"a T.S. Eliot April"
Reference to "The Waste Land" by T.S. Eliot: APRIL is the cruellest month, breeding / Lilacs out of the dead land, mixing / Memory and desire, stirring / Dull roots with spring rain.
Standing for Imperial Chemical Industries. One of the foremost British public companies, known as the bellwether of the British economy before its reconfiguration and relative demise. 
"Beaver" is the nickname for Jessica’s other and more staid lover, Jeremy. The nickname derives from the ‘40s slang for the beard he sports. (For example, in the "home front" film Since You Went Away , the bearded character played by Monty Woolley is referred to as "Beaver.") The word also is vulgar slang for a woman’s pubic hair or genitals.
37.10-11 Fred Roper’s Company of Wonder Midgets
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