In one sense, yes, Louis obviously still thinks about his wife - it's been 200 years and he feels compelled to tell his story to the reporter. It still weighs heavy on his mind.
That said, it can be inferred that he is no longer emotionally wrecked by her death. We can infer this because, well, he's out and doing stuff. He's no longer moping and 'asking for death'. Lestat freed him of that burden. Lestat has given him 'new vampire eyes'.
Still, Louis is still concerned with mortal mortality. He has trouble taking life - he dines on rats and is in a lot of turmoil with regard to killing people. Lestat frees him of this by breaking vampire rules to create Claudia - he ironically gives Louis a very mortal 'gift' in a daughter to raise. Louis gets caught up in this. Lestat, Louis, and Claudia live as a family - what I think is one of the symbols of what Louis would consider what it means to be 'human'. Lestat, ironically, is intent on creating the perfect monster.
The thing is, by the time Claudia dies, she's no longer a child (mentally). I think she's something like 60 years old. Louis still sees her as a child - and would probably have always see her as such, that is until Claudia has Louis create a companion for her. This Louis feels is unfathomably evil. He knows that Clauida isn't really a child and that Claudia is manipulating this woman (who had lost her own child) into having the 'cursed' life (from Louis' POV). Claudia acknowledges this in the discussion they have while she demands that Louis create her this companion.
Ultimately I think Louis is mourning his mortal life. He's filled with pain - pain of existing as this twisted thing. Towards then end of the film/book I wonder if he's become detached - probably not as detached as the rest of the vampires, but certainly more detached than he was when he was feeding on rats. He's certainly lost the amount of humanity that initially attracted Armand to him. When Armand met Louis, Armand didn't care about anything - he allows Louis to burn down his theater, which was filled with all his 'family'/'friends'. It should have been his life, but he let's Louis destroy everything because he's attracted to Louis' passion/feeling. He wants some part of that pain so that he's not just empty/bored. In the film Louis mentions that they travel together for a while and it can be surmised that Armand eventually leaves Louis because Louis is no longer 'himself'.
As a side the book is slightly different. In the book, if my memory serves, Louis isn't married. It's his religious brother who dies and it wracks him with guilt, religious and otherwise. Lestat finds Louis and from then on the plot matches the film fairly well.
It's questionable as to why Lestat is attracted to Louis - Louis believes it's because he can manage his money and has quite a bit of it. Lestat can't really do this himself. He loves to spend money.
I would guess from Anne Rice's standpoint that the whole novel was a cathartic endeavor for her to reconcile with her daughter's passing.