"During my routine, I admitted to my weakness for Irish women, how they were my Kryptonite. And after the show she was walking out with the crowd and she touched my left arm and said, 'Irish girls, nice!' " Oswalt tells PEOPLE in this week's issue, where he pays tribute to his wife, who died unexpectedly in her sleep April 21 at age 46.
"I was so stunned by how beautiful she was that I let her walk away," he says.
"It was love pretty much immediately for me. I think it took a few months for her," says Oswalt. "But it must've turned to love pretty solidly because by September she'd moved in with me. She took a leap on my behalf for which I'm forever grateful."
They were married two years later in 2005 and welcomed a daughter, Alice, in 2009. When she wasn't doting on Alice, McNamara devoted herself to crime writing and pursuing leads for cold cases. She was working on a book about a serial killer she dubbed the Golden State Killer, and she believed she was close to discovering the identity of the murderer, who was active in the '70s and '80s.
For more on how Patton Oswalt is honoring his wife Michelle McNamara, pick up this week's issue of PEOPLE, on newsstands Friday
"Patience instead of ambition. Wonder instead of envy. Humility and humor instead of ego and defensiveness. I definitely became a better comedian because of how she opened me up to the world and to myself," says Oswalt.
The couple's 7-year-old daughter, Alice, is remembering her mother in her own way.
"When your mom dies you're the best memory of her," Alice said, according to a tweet Oswalt shared Sunday. "Everything you do is a memory of her."
Oswalt, 47, is overwhelmed by the outpouring of support he and Alice have received in the days since McNamara's death, crediting their friends and family for getting them through.
"They have – with no exaggerating – saved my life. Saved my daughter's life. And crystalized Michelle's memory into a flame that warms rather than burns," says Oswalt. "I will never, ever be able to repay her and my family's generosity and my friend's selflessness. It's beyond me being able to articulate except to say an awed, 'Thank you.' "