There is a very common misunderstanding among Evangelicals regarding purgatory.
This
Earnestly Contending (which, for reasons unknown has no commenting capability) post,
a quote from Charles Spurgeon, represents well.
“But shall I tell you who the gentlemen are who generally raise objections to the glorious privilege of assurance? There are, first of all, the adherents of the Pope of Rome. Of course, the Papist does not like full assurance. And why? The Pope and his priest would have a lean larder if full assurance were well preached. Only conceive my brethren, if the Roman Catholic could get the full assurance of salvation, surely the Cardinals would hardly find money enough to buy their red hats. For where were purgatory then? Purgatory is an impossibility, if full assurance be possible. If a man knows himself to be saved, then he is not to be troubled with a silly fear about waiting in the intermediate state, to be purified with fire, before he can enter into heaven. Purgatory is only acceptable to those poor trembling souls who know of no sure salvation here, and are glad of this deceptive hope of a salvation to be wrought in the world to come. Purgatory being thus builded upon a lying imposition — on the fears of ignorant consciences, becomes what brave old Hugh Latimer used to call it, ‘Purgatory Pick-purse,’ to the poor sinner, and ‘Purgatory Fillpurse’ to the vagabond priest. Once let full assurance be given to all Christian men — first make the Romanist a Christian, and then let him be fully assured of his interest in Christ, and away goes purgatory, and there will never be a soul found to tremble at it any more.” – Charles H. Spurgeon; from a sermon on Sunday, April 28th, 1861(emphasis mine)
There is no salvation to be wrought after death, in purgatory or elsewhere. Even if Catholics believed in full assurance, they could believe in purgatory. Purgatory is not a destination, but a lay-over. Only those who are saved experience purgation, i.e cleansing. Nothing imperfect can enter the presense of God in heaven. Humans are certainly far from perfect. By the end of our lives, we have accumulated spiritual scar tissue that sin produces. Also, even the most saintly of individuals is not entirely conformed to Christ and His commands at death. Therefore, all stain of sin and its waste products must be purged from us before we enter the beatific vision.
UPDATE: Steve, a faithful reader, has provided some Scripture to support the need purgation.
“As you go with your accuser before the magistrate, make an effort to settle with him on the way, lest he drag you to the judge, and the judge hand you over to the officer, and the officer put you in prison. I tell you, you will never get out till you have paid the very last copper.” – Luke 21:58-59
“According to the grace of God given to me, like a skilled master builder I laid a foundation, and another man is building upon it. Let each man take care how he builds upon it. For no other foundation can any one lay than that which is laid, which is Jesus Christ. Now if any one builds on the foundation with gold, silver, precious stones, wood, hay, straw — each man’s work will become manifest; for the Day will disclose it, because it will be revealed with fire, and the fire will test what sort of work each one has done. If the work which any man has built on the foundation survives, he will receive a reward. If any man’s work is burned up, he will suffer loss, though he himself will be saved, but only as through fire.” – 1 Corinthians 3:10-15
“And I am sure that he who began a good work in you will bring it to completion at the day of Jesus Christ.” – Philippians 1:6
“But nothing unclean shall enter [heaven], nor any one who practices abomination or falsehood, but only those who are written in the Lamb’s book of life.” – Revelation 21:27
Catholic Anwers has an excellent defense of purgatorian doctrine that readers might enjoy. Apologist Mark Shea (a former Evangelical) wrote one, too. C.S. Lewis, a Protestant author and a favorite of mine, tossed in his two cents as well.