Chapter 1: Section 7: Page 63: Lines 145-146 (1127-1128)

 "I could've been in the chapel at that dance where the fire broke out. Guess you saved my fundament, there."

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"the chapel at that dance where the fire broke out"
The Northern Ohio Insane Asylum has been painted as Hell and the fire which broke out began in the one possibly holy place in the entire complex. A chaotic reaction of evil against the holy trying to purify it.
    Roswell points out that he "could've" been in the chapel but wasn't. Probably because he's cynical. He's merely reacting as anybody might react when they've fled a dangerous situation: "It could have been worse. I could have died. I was just lucky enough to be where I was in the midst of the danger." But we all know Roswell never actually would have been in the chapel.

"saved my fundament"
Literally, "You saved my ass." But the word "fundament" is probably meant to make the reader think of fundamentalist religions, just to keep the "Insane Asylum as Hell" and "Saloon as Church" analogy going. Merle not only saved his ass but the continuation of his belief system.

Chapter 1: Section 7: Page 63: Line 144 (1126)

 "What a hell of a night," Roswell said.

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Just more evidence of the subtext in the previous line. Roswell describes the actions of the night as "a hell of a night" meaning it was crazy and exciting. But this can also be literal in that Roswell escaped from Hell, an insane asylum where he was held prisoner for his sins and which was, as they escaped, covered in flames.