This probably refers to Oedipus the King, the second of the ancient Greek playwright Sophocles’ three Theban plays (between Antigone and Oedipus at Colonus) and the most highly regarded.
On the surface, the play appears in the story here as a reminder to Tereza of her beloved Tomas, because he had given her a copy early in their relationship, which helps to calm her as she prepares to have sex with a relative stranger -- the engineer who has been trying to pick her up at the bar where she works. Seeing the familiar book “made her feel as though Tomas had purposely left a trace, a message that her presence here was his doing”; that, as the narrator said a page or two before, “she was actually being sent to him [the engineer] by Tomas.”
Of course, Sophocles’ play deals directly with themes of fate and free will (which relates to Beethoven’s “Es muss sein!” and Tereza’s notion that she is going to bed with the engineer in accordance with Tomas’s wishes) and state control (another huge theme in Unbearable Lightness).
Finally, at the start of Part Five, “Lightness and Weight” (pages 175-176 in this edition), the narrator reminds us that Tomas gave Tereza a copy of the play at the beginning of their relationship, and tells the story of Oedipus in more detail because Tomas will use the myth as the basis for his essay about the culpability of people under a Communist dictatorship -- the essay that will cause him to lose his job as a surgeon in a Prague hospital.
Kundera is not actually referring to the Italian island city of Venice here. The narrator coins a metaphor for the networks of sewer systems that lie hidden beneath most cities, which serve the purpose of making “the body forget how paltry it is”; which is to say, they help to stave off the reality of our mortality.
This is an extensive list of Russian/Soviet place and personage names, all of which were hastily imposed on locations in Prague after the 1968 crackdown to “Soviet-ize” the city.
Briefly, Baikal is a giant freshwater lake (the second most voluminous in the world, after the Caspian Sea, and also one of the deepest and clearest), located in Siberia. The photograph above is a view of Lake Baikal from space, taken by the OrbView-2 satellite in 2003.
Moscow is of course the capital city of Russia, Stalingrad one of the larger cities (now known as Volgograd and sometimes in the past Tsaritsyn), and Leningrad a sometime capital which reverted to its older name of St. Petersburg after the fall of the Soviet Union in 1991.
Rostov, Novosibirsk, Kiev, and Odessa are other noted (former) Soviet cities. Respectively, they are one of Russia's oldest cities, on Lake Nero northeast of Moscow; the third largest, in the center of the continent, at the western edge of Siberia; the capital of the Ukraine; and a port on the Black Sea.
The rest of the names are noted Russians: Pyotr Ilyich Tchaikovsky the composer (“The Nutcracker”), Leo Tolstoy the novelist (War and Peace), Nicolai Rimsky-Korsakov the composer (“Scheherazade”), Alexander Suvorov a great 18th-century Russian general, Maxim Gorky the author (a founder of socialist realism; see Bookmarks, pages 63 and 91), and Alexander Pushkin the poet (“Boris Godunov” and “Eugene Onegin”).