In response to DHK assertion that he doubted that the ECF's held any notion of a state of purgation:
From the Old Testament, Clement [of Alexandria] and Origen took the notion that fire is a divine instrument, and from the New Testament the idea of baptism by fire (from the Gospels) and the idea of a purificatory trial after death (from Paul). The notion of fire as a divine instrument comes from commonly cited interpretations of Old Testament passages [ e.g. Lev 10:1-2; Deut 32:22; Jer 15:14; cf. Luke 3:16]
Origen's conceptions were more detailed and far reaching than Clement's. As we have seen, Origen thought that all men, even the righteous, must be tried by fire, since no one is absolutely pure. Every soul is tainted by the mere fact of its union with the flesh....Origen and Clement agree that there are two kinds of sinners, or, rather, that there are the righteous, whose only taint is that inherent in human nature (rupos, later translated into Latin as sordes), and the sinners properly so called, who bear the extra burden of sins that in theory are mortal (pros thanaton amartia, or peccata in Latin)....
For Clement of Alexandria, the 'intelligent' fire that enters into the sinner's soul was not a material thing...but neither was it a mere metaphor: it was a 'spiritual' fire (Stromata 7:6 and 5:14)....what is involved [in Origen's view] is a purificatory fire, which, though immaterial, is not merely a metaphor: it is real but spiritual, subtle....Origen's eschatological notions were highly personal...He believed that the souls of the righteous would pass through the fire of judgment in an instant and would reach Paradise on the eighth day after Judgment Day.
Thus, if Origen glimpsed the future Purgatory, still his idea of Purgatory was so overshadowed by his eschatology and his idea of Hell as a temporary abode that ultimately it vanishes from view. Nevertheless, it was Origen who clearly stated for the first time the idea that the soul can be purified in the other world after death. For the first time a distinction was drawn between mortal and lesser sins. We even see three categories beginning to take shape: the righteous, who pass through the fire of judgment and go directly to heaven; those guilty of the lesser sins only, who sojourn in the 'fire of combustion' is brief; and 'mortal sinners,' who remain in the flames for an extended period. Origen actually develops the metaphor introduced by Paul in 1 Corinthians 3:10-15.
In this period [of the fourth century] Christian thought concerning the fate of the soul after death was based mainly on the vision of Daniel (Dan 7:9) and on a passage from Paul (1 Cor 3:10-15), and less frequently on Tertullian's idea of refrigerium and Origen's concept of a purifying fire....Lactantius (d. after 317) believed that all who died, including the righteous, would be tried by fire, but not until the Last Judgment [cites Instit 7:21 Migne PL 6:800]...Hilary of Poitiers (d. 367), Ambrose (d. 397), Jerome (d. 419/420), and the unidentified writer known as Ambrosiaster, who lived in the second half of the fourth century, all had ideas on the fate of the soul after death that make them heirs of Origen.
[Ambrose] also clearly stated that the prayers of the living could help to relieve the suffering of the dead, that suffrages could be of use in mitigating the penalties meted out in the other world...[cites Ambrose on the Emperor Theodosius].... (page 60)
Ambrosiaster, if he adds little to what Ambrose has already said, is important because he is the author of the first real exegesis of 1 Corinthians 3:10-15. As such he had considerable influence on the medieval commentators on this passage, which played a key role in the inception of Purgatory, and in particular on the early scholastics of the twelfth century. Like Hilary and Ambrose, Ambrosiaster distinguishes three categories: the saints and the righteous, who will go directly to heaven at the time of the resurrection; the ungodly, apostates, infidels, and atheists, who will go directly into the fiery torments of Hell; and the ordinary Christians, who, though sinners, will first pay their debt and for a time be purified by fire but then go to Paradise because they had the faith...[then quotes Ambrosiaster on 1 Cor 3:15].
It was the role of Augustine, who left so deep an imprint on Christianity and who, in the Middle Ages, was regarded as probably the greatest of all the Christian 'authorities,' to have been the first to introduce a number of ingredients that later went to make up the doctrine of Purgatory....Augustine's importance in the history of Purgatory stems first from the terminology he introduced, which remained current through much of the Middle Ages. There are three key terms, the adjectives purgatorius, temporarius, or temporalis, and transitorius. 'Purgatorius' figured in the phrase 'poenae purgatoriae': I prefer to translate this as 'purgatorial punishments' rather than 'purificatory punishments,' the latter being too precise for Augustine's way of thinking (the phrase occurs in City of God 21:13 and 21:16). We also find tormenta purgatoria, purgatorial torments (in City of God 21:16), and ignis purgatorius, purgatorial fire (in Enchridion 69). Temporarius is used, for example, in the expression poenae temporariae, temporary punishments, which is contrasted with poenae sempiternae, eternal punishments (City of God 21:13). Poenae temporales is found in Erasmus's edition of the City of God (21:26).
Now for the Church Fathers on prayers for the dead, purgatory, and the development of the doctrine.
The Acts of Paul and Thecla
"And after the exhibition, Tryphaena again received her [Thecla]. For her daughter Falconilla had died, and said to her in a dream: 'Mother, you shall have this stranger Thecla in my place, in order that she may pray concerning me, and that I may be transferred to the place of the righteous'." (Acts of Paul and Thecla [c. AD 160] or ANF VIII:490)