…but I beg of your worship not to remind me again of that accursed liquor, for my soul, not to say my stomach, turns at hearing the very name of it; and I beg of you, too, to reckon as past the three days you allowed me for seeing the mad things you do, for I take them as seen already and pronounced upon, and I will tell wonderful stories to my lady; so write the letter and send me off at once, for I long to return and take your worship out of this purgatory where I am leaving you.
If thou art a soul in torment, say so, and all that my powers can do I will do for thee; for I am a Catholic Christian and love to do good to all the world, and to this end I have embraced the order of knight-errantry to which I belong, the province of which extends to doing good even to souls in purgatory.
The unfortunate duenna hearing herself thus conjured, by her own fear guessed Don Quixote’s and in a low plaintive voice answered, "Senor Don Quixote—if so be you are indeed Don Quixote—I am no phantom or spectre or soul in purgatory, as you seem to think, but Dona Rodriguez, duenna of honour to my lady the duchess, and I come to you with one of those grievances your worship is wont to redress."
…and the dead in their necessities; wherefore tell me who thou art, for thou art keeping me in suspense; because, if thou art my squire Sancho Panza, and art dead, since the devils have not carried thee off, and thou art by God’s mercy in purgatory, our holy mother the Roman Catholic Church has intercessory means sufficient to release thee from the pains thou art in; and I for my part will plead with her to that end, so far as my substance will go; without further delay, therefore,…
"Purgatory dost thou call it, Sancho?" said Don Quixote, "rather call it hell, or even worse if there be anything worse."
"The heathens," replied Don Quixote, "are, no doubt, in hell; the Christians, if they were good Christians, are either in purgatory or in heaven."
I declare this is hell, or at least purgatory!
…and madnesses (for it is all one) that your worship has done and is still doing, that I will manage to make her softer than a glove though I find her harder than a cork tree; and with her sweet and honeyed answer I will come back through the air like a witch, and take your worship out of this purgatory that seems to be hell but is not, as there is hope of getting out of it; which, as I have said, those in hell have not, and I believe your worship will not say anything to the contrary.
There are no more uses of "purgatory" in the book.