The Collaborative International Dictionary of English v.0.48:

Purgatory \Pur"ga*to*ry\, a. [L. purgatorius.]
   Tending to cleanse; cleansing; expiatory. --Burke.
   [1913 Webster]

The Collaborative International Dictionary of English v.0.48:

Purgatory \Pur"ga*to*ry\, n. [Cf. F. purgatoire.]
   A state or place of purification after death; according to
   the Roman Catholic creed, a place, or a state believed to
   exist after death, in which the souls of persons are purified
   by expiating such offenses committed in this life as do not
   merit eternal damnation, or in which they fully satisfy the
   justice of God for sins that have been forgiven. After this
   purgation from the impurities of sin, the souls are believed
   to be received into heaven.
   [1913 Webster]

WordNet (r) 3.0 (2006):

purgatory
    n 1: a temporary condition of torment or suffering; "a purgatory
         of drug abuse"
    2: (theology) in Roman Catholic theology the place where those
       who have died in a state of grace undergo limited torment to
       expiate their sins

Moby Thesaurus II by Grady Ward, 1.0:

72 Moby Thesaurus words for "purgatory":
   Abaddon, Day of Atonement, Gehenna, Hades, Naraka, Pandemonium,
   Sheol, Tophet, Yom Kippur, asceticism, avichi, bog, cage, clawing,
   cold purgatorial fires, coop, cruciation, crucifixion, enclosure,
   fasting, fen, flagellation, hair shirt, hell, hell upon earth,
   holocaust, horror, infernal regions, inferno, jahannan, laceration,
   lancination, limbo, lower world, lustration, maceration, marsh,
   martyrdom, mire, morass, mortification, nether world, nightmare,
   passion, pen, penance, penfold, penitence, penitential act,
   penitential exercise, perdition, persecution, pinfold,
   place of confinement, place of torment, pound, purgation, quag,
   quagmire, rack, repentance, sackcloth and ashes, shades below,
   slough, sump, the abyss, the bottomless pit, the grave, the pit,
   torment, torture, underworld