Chris Castaldo, in Holy Ground: Walking with Jesus as a Former Catholic,
Some of you are wondering how it is I can believe in purgatory. Let me tell you. The word purgatory describes purification or purging from sin. In the Roman Catholic tradition this is believed to happen after people die in order for them to enter heaven spotless and pure.
I also believe in purgatory; however I believe that it happened once and for all on the cross of Jesus Christ. When the Lord hung between heaven and earth and shed his blood, he did so as a substitute for humanity. He paid the penalty for our guilt once and for all, as it says in 1 Peter 3:18: "For Christ died for sins once for all, the righteous for the unrighteous, to bring you to God."
In his death Jesus perfectly satisfied the righteous requirement of God's law, which is why he says in John 19:30: "It is finished". In Christ, the work of purging is finished. We are fully accepted by God on account of what Jesus has done for us. This is the gift that keeps on giving. It's not guilt; it is grace.
In other words, the question isn't if you believe in purgatory. Both Christians and Roman Catholics believe in it. The question is when and how you believe purgatory happens. In Jesus, purgatory is finished, once and for all. This is at the heart of the good news.