Chris O'Dowd -- that funny Irish guy from "Bridesmaids" -- is doing what everyone does when they start to get famous in America ... spend their hard-earned US dollars on a swanky, new L.A. crib. 

TMZ has learned ... Chris and his wife, Dawn Porter -- a famous British chick -- dropped $872,500 on an 1,800-square-foot house in West Hollywood ... a well known celeb-magnet.

As for the digs ... 3 bedrooms, 3 baths, pool, and spa ... but really, it's all about location.

And if you still don't know who Chris is -- he's awesome. Not only does he star in HBO's "Family Tree" and "Girls" ... but he was also in "Bridesmaids", "This is 40", "Dinner for Schmucks", "Friends with Kids", and "Despicable Me: 2".