I know that most protestants do no except 2 Maccabbees as canonical: but this support from what we DO except as scriptural as well as N.T. references.
(2 Maccabbees): Omitting some passages in the Old Testament which are sometimes invoked, but which are too vague and uncertain in their reference to be urged in proof (v.g. Tobias, iv, 18; Ecclus., vii, 37; etc.), it is enough to notice here the classical passage in 2 Maccabees, 12:40-46.
When Judas and his men came to take away for burial the bodies of their brethren who had fallen in the battle against Gorgias, "they found under the coats of the slain some of the donaries of the idols of Jamnia, which the law forbiddeth to the Jews: so that all plainly saw, that for this cause they were slain. Then they all blessed the just judgment of the Lord, who had discovered the things that were hidden. And so betaking themselves to prayers, they besought him, that the sin which had been committed might be forgotten...And making a gathering, he [Judas] sent twelve [al. two] drachms of silver to Jerusalem for sacrifice to be offered for the sins of the dead, thinking well and religiously concerning the resurrection (for if he had not hoped that they that were slain should rise again, it would have seemed superfluous and vain to pray for the dead), and because he considered that they who had fallen asleep in godliness, had great grace laid up for them. It is therefore a holy and wholesome thought to pray for the dead, that they may be loosed from sins."
There was a reason that Maccabbees was not included in the Scripture and I will say that it is no more a proof of God's Word than any other non-canonical writer at that time.
Passing over the well-known passage, I Cor., iii, 14 sq., on which an argument for purgatory may be based, attention may be called to another curious text in the same Epistle (xv, 29), where St. Paul argues thus in favor of the resurrection: "Otherwise what shall they do that are baptized for the dead, if the dead rise not again at all? Why are they then baptized form them?" Even assuming that the practice here referred to was superstitious, and that St. Paul merely uses it as the basis of an argumentum ad hominem, the passage at least furnishes historical evidence of the prevalence at the time of belief in the efficacy of works for the dead; and the Apostle's reserve in not reprobating this particular practice is more readily intelligible if we suppose him to have recognized the truth of the principle of which it was merely an abuse. But it is probable that the practice in question was something in itself legitimate, and to which the Apostle gives his tacit approbation. In his Second Epistle to Timothy (i, 16-18; iv, 19) St. Paul speaks of Onesiphorus in a way that seems obviously to imply that the latter was already dead: "The Lord give mercy to the house of Onesiphorus" -- as to a family in need of consolation. Then, after mention of loyal services rendered by him to the imprisoned Apostle at Rome, comes the prayer for Onesiphorus himself, "The Lord grant unto him to find mercy of the Lord in that day" (the day of judgment); finally, in the salutation, "the household of Onesiphorus" is mentioned once more, without mention of the man himself. The question is, what had become of him? Was he dead, as one would naturally infer from what St. Paul writes? Or had he for any other cause become separated permanently from his family, so that prayer for them should take account of present needs while prayers for him looked forward to the Day of Judgment? Or could it be that he was still at Rome when the Apostle wrote, or gone elsewhere for a prolonged absence from home? The first is by far the easiest and most natural hypothesis; and if it be admitted, we have here an instance of prayer by the Apostle for the soul of a deceased benefactor.
We are not told that Onesiphorus is dead at all - just that he is separated from his family. We cannot base a whole doctrine on something that is just not in Scripture at all. I will clearly say "May God have mercy on those men and women who are helping the needy in Haiti right now" and not be saying that they're dead and that I'm praying for God to do something for them after they die. It is appointed once to die and then the judgment. No amount of praying for a dead person will change their judgment because God is just and will judge the person rightly whether we ask Him to or not.