Purgatory
According to Catholic religion, Purgatory is the place where the souls of the dead sinners get cleaned from the sings that were not expiated during the life. The conception of the purgatory was adapted in 1562 but appeared in 1439.
According to this religion the religious person who made the sin that could be forgiven or the sin that didn't get the absolution, suffers from the permanent punishment here and in the future life. And the person that died and had such sins gets to the purgatory that is the place where souls suffer for their sins that gives them the possibility to get to the paradise later.
According to the Catholic tradition this conception was proven by the Holy Writ. That means that the souls are neither in hell nor in paradise as those who reached the saving don't need the prayers of the live people. And these prayers won't help those souls that are judged to the eternal curst.
People consider that after the Judgement Day the purgatory will disappear as there will be no need in it. But till this time comes, every soul is going to stay there as much time as it needed to make satisfaction for signs.
The souls of the purgatory can't avoid the punishment. But as they died in the world being with God and didn't feel the mortal sin and continue loving God they will get to heaven for sure after they will come through their sufferings.
The Orthodox Church as well as Protestants refuses the existence of purgatory as in their understanding, the state of the souls of dead people is the permanent waiting of the eternal joy or eternal suffering.