Temporary agony, intermediate state of purification.
1 Corinthians 3:13-15
Every man's work shall be made manifest: for the day shall declare it, because it shall be revealed by fire; and the fire shall try every man's work of what sort it is. If any man's work abide which he hath built thereupon, he shall receive a reward. If any man's work shall be burned, he shall suffer loss: but he himself shall be saved; yet so as by fire.

Expiation of sins while on earth, to avoid having to pay in purgatory.
Matthew 5:25-26
Agree with thine adversary quickly, whiles thou art in the way with him; lest at any time the adversary deliver thee to the judge, and the judge deliver thee to the officer, and thou be cast into prison. Verily I say unto thee, Thou shalt by no means come out thence, till thou hast paid the uttermost farthing.

"Extra" suffering.
Colossians 1:24
Who now rejoice in my sufferings for you, and fill up that which is behind of the afflictions of Christ in my flesh for his body's sake, which is the church:

Degrees of expiation of sins.
Luke 12:47-48
And that servant, which knew his lord's will, and prepared not himself, neither did according to his will, shall be beaten with many stripes. But he that knew not, and did commit things worthy of stripes, shall be beaten with few stripes. For unto whomsoever much is given, of him shall be much required: and to whom men have committed much, of him they will ask the more.

Purity needed to enter heaven; thus purification may be required.
Hebrews 12:14
Follow peace with all men, and holiness, without which no man shall see the Lord:

Revelation 21:10,27
And he carried me away in the spirit to a great and high mountain, and shewed me that great city, the holy Jerusalem, descending out of heaven from God,... And there shall in no wise enter into it any thing that defileth, neither whatsoever worketh abomination, or maketh a lie: but they which are written in the Lamb's book of life.

Hebrews 12:22-23
But ye are come unto mount Sion, and unto the city of the living God, the heavenly Jerusalem, ... and to the spirits of just men made perfect ...

Even people who ultimately go to heaven may have to suffer for their sins after death.
2 Corinthians 5:10
For we must all appear before the judgment seat of Christ; that every one may receive the things done in his body, according to that he hath done, whether it be good or bad.

Mortal/venial sins.
1 John 5:14-17
And this is the confidence that we have in him, that, if we ask any thing according to his will, he heareth us: And if we know that he hear us, whatsoever we ask, we know that we have the petitions that we desired of him. If any man see his brother sin a sin which is not unto death, he shall ask, and he shall give him life for them that sin not unto death. There is a sin unto death: I do not say that he shall pray for it.

Christ preached to the dead.
These dead people weren't in hell, since if they were, they wouldn't be able to go to heaven after having been preached to (Luke 16:26).  They weren't in heaven yet, since heaven isn't a "prison".  So they must have been somewhere else besides heaven and hell (and also besides purgatory, but the following verses are just meant to show that the "places" one can go to after death do not solely consist of heaven or hell).
1 Peter 3:18-20
For Christ also hath once suffered for sins, the just for the unjust, that he might bring us to God, being put to death in the flesh, but quickened by the Spirit: By which also he went and preached unto the spirits in prison; Which sometime were disobedient, when once the longsuffering of God waited in the days of Noah, while the ark was a preparing, wherein few, that is, eight souls were saved by water.

1 Peter 4:6
For for this cause was the gospel preached also to them that are dead, that they might be judged according to men in the flesh, but live according to God in the spirit.

Prayer for Onesiphorus for "that Day."
Without Purgatory, Paul's prayer is a little difficult to explain, in light of what we have seen above. For if Onesiphorus was not perfectly free from sins, then he couldn't go to heaven. If there's only heaven and hell, but no Purgatory, then there's no point to Paul praying for mercy on behalf of his friend, since it was already too late once Onesiphorus died - any sins that stained his soul would send him to hell. However, his prayer makes sense if the mercy Paul asks for is in relation to Onesiphorus' sufferings in Purgatory.
2 Timothy 1:16-18
The Lord give mercy unto the house of Onesiphorus; for he oft refreshed me, and was not ashamed of my chain: But, when he was in Rome, he sought me out very diligently, and found me. The Lord grant unto him that he may find mercy of the Lord in that day: and in how many things he ministered unto me at Ephesus, thou knowest very well.


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