What Is Purgatory and Does It Exist?

Some religions and religious denominations (most notably Catholicism) claim that there is more than just the underworld and heaven. They believe in purgatory.

Catechism of the Catholic Church: https://www.vatican.va/archive/ENG0015/__P2N.HTM
Cut your time in purgatory by following pope on Twitter: https://www.cnet.com/culture/cut-your-time-in-purgatory-by-following-pope-on-twitter/
Britannica: https://www.britannica.com/topic/purgatory-Roman-Catholicism
The official Orthoprax Christianity website: http://orthopraxchristianity.org/.