Purgatory is the realm to which souls go who are not righteous enough to go to Heaven, yet not evil enough to go to Hell. Physically, it resembles earth, in that it has cities, streets, homes, and skyscrapers, along with lakes and trees. In a way, it can be seen as Earth perfected, as people cannot be killed or get sick, in addition to not needing food or drink. Spirits are also able to to alter their apperance to some degree, as one was able to remove a bullet wound in his head that killed him, though the extent of this ability is unknown. Sleeping in late is apparently very popular, and a soul commented that one can be very happy living in Purgatory
However, despite it's pleasures, and the fact that there is nothing dangerous, residents of Purgatory must be constantly on the lookout for angels who try to tempt them into living another life on Earth, as they will oftentimes relentlessly pursue a soul and attempt to tell it of the pleasures awaiting them in Heaven, even going so far as to offer sex as a means of persuading them (though the angels will stop just short of actually engaging in sex, telling the person that that is what they can expect in Heaven).
Purgatory is also home to fallen angels who have repented of their sins in the war against God, as they have been removed from Hell and set in Purgatory, charged with watching over it until it is no longer needed. Currently, the only fallen angel seen in Purgatory is Skye Bluedeer. Whether these angels are in charge of running Purgatory is unknown, as one soul was seen campainging for what appeared to be a leadership position (with a policy on allowing hand grenades)