Although people here seem to think that Purgatory is a peculiar Catholic belief, the concept is not.
Purgatory
“early 13c., from M.L. purgatorium (St. Bernard, early 12c.), from L.L., "means of cleansing," prop. neut. of purgatorius (adj.) "purging, cleansing," from L. purgare (see purge).”...