We have this from the Roman Catholic Church....
'III. THE FINAL PURIFICATION, OR PURGATORY
1030 All who die in God's grace and friendship, but still imperfectly purified, are indeed assured of their eternal salvation; but after death they undergo purification, so as to achieve the holiness necessary to enter the joy of heaven.
1031 The Church gives the name Purgatory to this final purification of the elect, which is entirely different from the punishment of the damned.606 The Church formulated her doctrine of faith on Purgatory especially at the Councils of Florence and Trent. The tradition of the Church, by reference to certain texts of Scripture, speaks of a cleansing fire:607
As for certain lesser faults, we must believe that, before the Final Judgment, there is a purifying fire. He who is truth says that whoever utters blasphemy against the Holy Spirit will be pardoned neither in this age nor in the age to come. From this sentence we understand that certain offenses can be forgiven in this age, but certain others in the age to come.608
1032 This teaching is also based on the practice of prayer for the dead, already mentioned in Sacred Scripture: "Therefore [Judas Maccabeus] made atonement for the dead, that they might be delivered from their sin."609 From the beginning the Church has honored the memory of the dead and offered prayers in suffrage for them, above all the Eucharistic sacrifice, so that, thus purified, they may attain the beatific vision of God.610 The Church also commends almsgiving, indulgences, and works of penance undertaken on behalf of the dead:
Let us help and commemorate them. If Job's sons were purified by their father's sacrifice, why would we doubt that our offerings for the dead bring them some consolation? Let us not hesitate to help those who have died and to offer our prayers for them.611'
http://www.vatican.va/archive/ENG0015/_P2N.HTM This is one of the false doctrines that led Martin Luther to take a stand against the Papacy. Purgatory as a doctrine teaches that a Christian's soul must burn in purgatory after death until all of their sins have been purged. To speed up the purging process, money could be paid to a priest so he could pray and have special masses for an earlier release, and much money was made with this doctrine. Purgatory is given as a way that no matter how sinful or unbelieving, when you die, you go to Purgatory and get things sorted out and finally get to heaven, so no acceptance of Christ is needed, you can buy your way in. But is it in the Bible, if you look it doesn’t show, so where did it come from. It comes as no surprise to see it is a corrupt pagan doctrine, which was allowed into the church.
This pagan idea began creeping into the church around the end of the sixth century, and it has no scriptural support. In fact, Jesus warned us about this pagan practice in Matthew 23:14 when He spoke of those who devoured widows houses and made long prayers for a pretence. Psalm 49:6-7 tells us that a person couldn't redeem a loved one, even if such a place did exist: "They that trust in their wealth, and boast themselves in the multitude of their riches; None of them can by any means redeem his brother, nor give to God a ransom for him:"
Peter addresses this issue in Acts 8:20 when he says, "Thy money perish with thee, because thou hast thought that the gift of God may be purchased with money." God's word is clearly against the doctrine of purgatory.
The Greeks, as in some measure the Egyptians before them, created myths of the afterlife which spread throughout the Hellenistic world, and even into words which were used when the Hebrew text was translated into the Greek. Scripture clearly rejects the Greek notion of the immortality of the soul disembodied from the here and now as spirit beings, and early Christians affirmed the resurrection of the body just as Lazuras was resurrected by Christ. So there is no place for a underworld depicted in Greek myths or place of cleansing by fire such as purgotary where spirit beings are left till they are ready to be reunited with God, it comes from other origins which we shall see.
Purgatory as a transitional condition has from many sources, a origin from the pagan belief of caring for the dead and praying for them, and to the belief that prayer for the dead contributed to their afterlife purification. Pagan tradition created this place of purgatory which leaves hope after death for the wicked, who, at the time of their death, are unrepentant and cling to their love of sin.
In Egypt, substantially the same doctrine of purgatory was taught as in modern times and its priests created grand funerals and masses for the dead, along with celebration of prayer and other services for the soul of the dead. The priest who officiated at the burial service was selected from the grade of Pontiffs who wore the leopard skin; but various other rites were performed by one of the minor priests to the mummies, previous to their being lowered into the pit of the tomb after that ceremony. They practiced elaborate ceremonies to prepare the pharaohs for their next life, constructing massive pyramids and other elaborate tombs filled with luxuries the deceased were supposed to need in the hereafter. The famous Book of the Dead, a collection of ancient Egyptian funerary and ritual texts, describes in great detail how to meet the challenges of the afterlife. The pagan Egyptian belief was when the body died, parts of its soul known as ka (body double) and the ba (personality) would go to the Kingdom of the Dead. While the soul dwelt in the Fields of Aaru, Osiris demanded work as restitution for the protection he provided. Statues were placed in the tombs to serve as substitutes for the deceased.
The Egyptian belief in the immortality of the soul existed centuries before Judaism, Hellenism, Hinduism, Buddhism, Christianity, and Islam. According to Herodotus, eventually the Greeks adopted from the Egyptians the belief in the immortality of the soul. He wrote: “The Egyptians also were the first who asserted the doctrine that the soul of man is immortal . . . This opinion, some among the Greeks have at different periods of time adopted as their own.” The Greek philosopher Socrates (470-399 B. C.) traveled to Egypt to consult the Egyptians on their teachings on the immortality of the soul.Upon his return to Greece, he imparted this teaching to his most famous pupil, Plato.......
In Greece the doctrine of a purgatory was spread through the Greek mystery religions and even was spoken by one of its major philosophers. Plato, speaking of the future judgment of the dead, holds out the hope of final deliverance for all, but maintains that, of "those who are judged," some must first "proceed to a subterranean place of judgment, where they shall sustain the punishment they have deserved." The ancient Greeks sacrificed on the thirteenth day (after death) to Mercury as the conductor of the dead, they also had sacrifice which, according to Plato, "was offered for the living and the dead, and was supposed to free them from all the evils to which the wicked are liable when they have left this world.
In ancient Rome, the pagan priests also picked up and spread purgatory to the pagans, but as a belief in the early church it was not immediately picked up. From earliest times Greek religious beliefs were a strong influence in Italy, and the Graeco-Roman world was essentially one in its religious and philosophic views of the afterlife.There was no mention of the doctrine during the first two centuries of the church, it has no basis in scripture, the apostles did not teach it, nor did Christ.
In all pagan religions you will find a similar description of a place after death where everyone can be absolved of their sin, not in any way connected to what the Bible says. In the pagan purgatory, fire, water, wind, were represented as combining to purge away the stain of sin, and has its roots in the Babylonian belief of Tammuz or Zoroaster, the great God of the ancient fire-worshippers. The doctrine of purgatory is purely pagan, and in no way from scripture as those who die in Christ no purgatory is or can be needed as it teaches that Christs blood cleanseth true believers from all sin, not purgatory. Scripture does not tell us of at death being put through altered spiritual states of immortality till we are cleansed by purgatory fires and then go to eternal life or heaven, but clearly teaches that immortality is not an innate human possession, but a conditional gift of eternal life given to believers at the resurrection.
Now some people point to Jesus' enunciation of the unpardonable sin as proof for Purgatory. Let us quickly review this Scripture.
"And whosoever speaketh a word against the Son of man, it shall be forgiven him: but whosoever speaketh against the Holy Ghost, it shall not be forgiven him, neither in this world, neither in the world to come." [Matthew 12:32] This reference to two worlds is held to be proof of Purgatory in the Bible, but that has nothing about purgartory. The expression "either in this world or in the world to come" does not imply that some sins are forgiven after death; however, it is a strong way of stating the truth that the unrepentant sinner will never be forgiven, as we see from the parallel passages of this Scripture (Luke 12:10, especially Mark 3:29)..
The doctrine of Purgatory is not only without Biblical proof, but it is against the clear and consistent teaching of Scripture. the Bible nowhere speaks of a temporary place of punishment after death for believers; however, it does clearly state that when the believer dies, he rests in the grave and becomes dust, a place that no living loved one can effect in any way.
"Blessed are the dead which die in the Lord from henceforth: Yea, saith the Spirit, that they may rest from their labours ..." [Revelation 14:13]
Others point to Matthew 5:25-26 as the basis for Purgatory. Let us review that Scripture:
"Agree with thine adversary quickly, whiles thou art in the way with him; lest at any time the adversary deliver thee to the judge, and the judge deliver thee to the officer, and thou be cast into prison. Verily I say unto thee, Thou shalt by no means come out thence, until thou hast paid the uttermost farthing." Matthew 5:25-26. This "prison" thus implied in this Scripture is supposed to be Purgatory. The implication in this Scripture is also that, eventually, the prisoner will pay his final bill and be set free. This implication is held to be consistent with the teaching of Purgatory, that it is not eternal, and eventually, everyone will get out of it, and go on to Heaven, perfectly purified. But it was a literal prison the verse refers to not purgatory by any stretch of the imagination, or whatever the pagan mystery religions tried to come up with.
In fact, neither the word nor the concept of sin-purifying fire is found in Scripture or worse paying to cleanse a dead person of sin as a way to heaven. Scripture leaves absolutely no possibility for sin to be purged away by anything other than the blood of Jesus Christ. The apostle John wrote with irrefutable clarity, "The blood of Jesus His Son cleanses us from all sin" and "all unrighteousness" (1 John 1:7, 9). John did not say "some" sins or "most" sins, but all sin. The Roman church was confronted with this in the 16th century when the Reformers protested its practice of buying and selling of God's grace through indulgences. Backed into a corner, the Council of Trent tried to tie it to the apocryphal books not part of the canon of Scripture. These were a collection of uninspired books by writers influenced by the Greek belief in the immortality of the soul, prayer for the dead, and denial of the resurrection, who put these teachings what in what was known as the Apocrypha. The council ignored the fact that the Jewish scribes never recognized the apocryphal books as inspired or part of the Hebrew Scriptures and it was rejected outright in 90 A.D. at the Council of Jamnia (Jabneh). Clearly they saw the danger as it was obviously pagan myths and beliefs mixed into these apocryphal books and they clearly saw that God did not inspire the writers of the Apocrypha. This is why the Apocrypha was never included in the original canon of 66 books.