the Eastern Rite and Orthodox Jews believe in the concept of Purgatory as well. Just because it is not mentioned as "purgatory" in the Bible means that its not scriptural.
The word rapture is not mentioned in the Bible either as well as the holy trinity.
Here is a good link on purgatory.
http://fisheaters.com//purgatory.html
I am was raised Catholic so I am familar with church teachings however I am not now a Catholic because I don't believe there is Scriptural basis for some doctrine/pratices of the Catholic church