Purgatory, according to Roman Catholicism, is the place in the afterlife where some of the sins of people are purged through suffering. After a period of time corresponding to the suffering necessary for the sins committed, the person is then set free and enters Heaven. "Gifts or services rendered to the church, prayers by the priests, and masses provided by relatives or friends in behalf of the deceased can shorten, alleviate or eliminate the sojourn of the soul in purgatory."
This is an unbiblical doctrine rejected by the Protestant church. It reflects the misunderstanding of the atonement of Christ as well as adding insult to the finished work of the cross. The error of purgatory is the teaching that we might perfect ourselves and remove sin through our sufferings. If that were possible, then why did Christ need to die? Gal. 2:21 says, "I do not set aside the grace of God, for if righteousness could be gained through the law, Christ died for nothing!" (NIV)
Additionally, on the cross Jesus said, "It is finished" (John 19:30). In the Greek, this was an accounting term which meant a debt was paid in full. If the payment for our sins was paid in full on the cross, then how could purgatory be a reality--especially when the Scriptures don't mention it and even contradict it: "Just as man is destined to die once, and after that to face judgment," (Heb. 9:27).