Proust
Rorty's Contingency includes extensive discussions about certain philosophers, one of whom is Proust. Rorty discusses Proust's ideas from Remembrance of Things Past, explaining how Proust demonstrates a sense of irony in his self perception.
Nietzsche
Nietzsche might seem like the perfect companion to Rorty's ideas, but Rorty notices that Nietzsche has a tendency to hope for a metaphysical reality (see Nietzsche's writings about the "übermensch"). For the ways that Nietzsche throws off the assumptions of normal society, Rorty applauds him.
Heidegger
Heidegger's contribution to Rorty's discussion is in his metaphysical writings. That doesn't mean that Heidegger completely captures Rorty's ideas, and Rorty notices that like Nietzsche, Heidegger sometimes slips into idealism, instead of contingent irony.
Derrida
Derrida is Rorty's choice for moral explemplar. In Derrida's The Post Card, he explains how human knowledge has grown through time, from Socrates to Freud. What makes Derrida Rorty's favorite is not only Derrida's insights, but also the way he communicates. Instead of using the pretense of logic (argument) Derrida merely free-associates his main arguments, suggesting them. This, to Rorty, represents a kind of ironism (he doesn't take himself too seriously).
Nabokov
Rorty discusses the great novelist Victor Nabokov to help make his point about cruelty and solidarity. Basically, Rorty argues that Nabokov is attempting to suggest in his literature that in addition to the more systemic injustice of Orwell, for instance, there is another, more insidious kind of injustice, the injustice of a poorly adjusted person having a negative effect on those they encounter. Nabokov's literature is used as a moral example to move away from personal idiosyncrasies that cause suffering for others.