In Hell on Earth, a love story, Hank spends a little time in a transient barracks when first arriving in Vietnam. There is also a strong suggestion that Erebus, home to his caseworker and others managing the sentences being served on Earth, might be some type of Purgatory
I don’t think anyone has ever had a real good idea of just what Purgatory is, where it is, or why it is. It is a place we can easily accept in general terms—a kind of halfway house on the way to heaven. However when we get down to specifics—tolerable pain and suffering to pay for minor sins—pain and suffering that can be reduced to some extent by deeds and prayers we do or someone does on our behalf, well the whole idea gets a little bit complicated.