Joe called The Paul Edwards Program on Friday to ask where Catholics get their support for purgatory.  I surmised in response that the idea of an intermediate state for the purging of sins must come from  extra-biblical sources like tradition, the Church Fathers, and/or the Magisterium, since there is certainly no Scriptural support for such a teaching. 

A friend had me consult The Gospel According to Rome by James G. McCarthy which points to the apocryphal book of Second Maccabees as the source Catholics use to support a belief in purgatory.  Seems there is a story there about a battle, a lot of people being killed, and the survivors sending off a penitential monetary offering to secure the souls of those killed.  McCarthy points out how one really has to twist the exegesis to arrive at a defense of purgatory in this passage. One could just as easily arrive at the conclusion that the offering was one of thanksgiving for the living. In fact, the latter interpretation makes much more sense upon a simple reading of the text.  Beyond that, apocryphal books are not considered part of the inspired canon.