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Nabokov's greatest novel, Pale Fire, is literally comprised of a 1000-line poem followed by a series of endnotes1 in which the actual plotlines of the novel unwind.
But yeah, footnotes can have whatever an author wants them to have (see also Douglas Adams and Terry Pratchett's use of them in humorous novels).

Footnotes

  1. Which, yeah, aren't exactly the same thing, but they're pretty close.