In the very last page of "The Courts of Chaos", after mentally addressing his family, Corwin says, and pardon my poor french, "Carmen, voulez vous avec moi?"
To whom is he speaking, the reader? And what is the meaning of the Carmen reference?
Wikipedia answers your question here, quite explicitly. I don't have much to add other than this paragraph:
Corwin's valedictory to Dara, "Carmen, voulez-vous venir avec moi? No? Then goodbye to you too, Princess of Chaos." probably alludes to Lolita; the "Carmen" line is included by Humbert Humbert in his narration of speaking to Dolores Haze near the end of the novel. The allusions grow deep here however; the line in Lolita is itself an allusion to Bizet's Carmen as well as Mérimée's novella upon which it is based. That the reference is to Lolita rather than directly to Carmen is suggested by Corwin's mixed feelings about Dara's apparent age while she is seducing him, and the creation of a literary reference with three degrees of parentage is consistent with Zelazny's occasional predilection for subtle literary stunts.
The short answer is that Corwin is speaking to Dara but referring to her as Carmen. His reasoning for doing so is complex, as alluded to in the previous answer. If you want a fuller explanation as to why (because it is a multi-layered allusion), read the section "A Too-Clever Allusion?" in the essay "Suspended in Literature: Patterns and Allusions in The Chronicles of Amber," by Christopher S. Kovacs, published in the July 2012 issue of The New York Review of Science Fiction, and available for free at this link: http://www.nyrsf.com/2012/07/suspended-in-literature-patterns-and-allusions-in-the-chronicles-of-amber-by-christopher-s-kovacs-1.html