From the boardwalk at the men's baths, a young Nolan would remove a circular wooden manhole and dive through from the high tower.

The wooden piers almost touched his body on the way down, Nolan's friends remembered. There were plenty of stories like this from Nolan's St Kilda boyhood, Jaynie Anderson wrote in 1967.

Nolan moved to St Kilda, Melbourne's fun destination linked to the city by tram, in 1919 when he was two years old. St Kilda was in its heyday, with Luna Park in the 1920s attracting around 1400 people daily.

Nolan's high diving and propensity to show off atop the Luna Park roller coaster gave him quite the reputation.

An exhibition at the Canberra Museum and Gallery, drawing on works from its own Nolan collection and the Heide Museum of Modern Art, shows the impact St Kilda had on Nolan's work.

"I began [in the early 1940s] to see that St Kilda meant something to me and began to feed it into one's art machine," Nolan told art historian Bernard Smith in 1962.

In 1941, Nolan's two-year marriage to Elizabeth Paterson fell apart, about the time their daughter, Amelda, was born.

Amid the personal turmoil, Nolan returned to the imagery of his childhood and made his first St Kilda pictures.

"Of course it was actually very beautiful from the top [of the Big Dipper roller coaster] you could see the full moon over the bay there and it was actually very lovely," Nolan once said.

"But we were urchins really; that's what it boiled down to and that was our playground. It was a little piece of what you might call kitsch heaven."

In Untitled (Big Dipper), c. 1941, on loan from Heide, Nolan offers an abstracted sense of Luna Park's famous roller coaster: its form almost something of a cubist take on the roller coaster experience.

Under the pier, 1945, from the Canberra Museum and Gallery's collection, is a major work of Nolan's St Kilda series . An autobiographical picture, Nolan depicts himself as an eight-year-old with two other youngsters, the Brookes brothers. After the bitterness of the Second World War, Nolan began to paint the innocence of childhood camaraderie. The exploits his friends remember him for are rendered in enamel and oil on board.

The exhibition also features photographs taken by fellow artist Albert Tucker in the 1940s, which give an impression of St Kilda when it became rougher around the edges.

One Tucker photograph might look particularly familiar to Canberrans. A grainy black-and-white picture of a merry-go-round reveals the enduring link between Nolan's St Kilda and Canberra.

The Petrie Plaza merry-go-round operated at the Esplanade, St Kilda from 1914 to 1973, when the chair of the ACT Advisory Council, Jim Pead, paid $40,000 to secure it for the people of Canberra. It's highly likely Nolan rode it as a child and young man.

In 1943, Nolan wrote to Sunday Reed - both a patron and lover, who was the owner, with husband John Reed, of the Heide estate, a centre of modernist action - reminding her of a ride on the St Kilda merry-go-round they had enjoyed. Nolan remembered the "lovely Disney blue lights and funny pink statues".

Nolan would often return to St Kilda, not always physically, but frequently in his work. Even in the mid-1980s, Nolan, by then well into his 60s, was waking up from dreams encouraging him to revisit the motifs of St Kilda: the Palais de Folies, Catani Gardens, Luna Park.

One of Nolan's contemporaries, Max Harris, in 1967 wrote, "It was not difficult to discover what Nolan found down at St Kilda. It was, of course, himself. ... Nolan had committed himself, more painfully than we perhaps realised at the time, to the new world. There was still a terrible nostalgia for the old and less complicated way of suburban ordinariness. And this is why Nolan liked to retrace his St Kilda steps."