Not the word purgatory per se, but certainly a description of a purgatorial fire. Here are the words of St Augustine (I'm sure there are others):
"That there should be some fire even after this life is not incredible, and it can be inquired into and either be discovered or left hidden whether some of the faithful may be saved, some more slowly and some more quickly in the greater or lesser degree in which they loved the good things that perish, through a certain purgatorial fire" (Handbook on Faith, Hope, and Charity 18:69 [A.D. 421]).
And,
It is a divinely revealed truth that sins bring punishments inflicted by God's sanctity and justice. These must be expiated [atoned, be compensated] either on this earth through the sorrows, miseries and calamities of this life and above all through death, or else in the life beyond through fire and torments or 'purifying' punishments.” (INDULGENTIARUM DOCTRINA; cp. 1. 1967)
However, this myth is based upon a false premise of justification
For in contrast to Scripture, in which God justifies the unGodly by counting his faith as righteousness, while purifying his heart by faith by which he is regenerated, (Rm. 4:5; Acts 15:7-9) yet it must be the kind of a faith which effects obedience, under Roman soteriology God justifies the Godly based upon his holiness, as one is "formally justified and made holy by his own personal justice and holiness.” (Catholic Encyclopedia>Sanctifying Grace) Which is normally initially "infused" via regeneration effected by the act itself of sprinkling of water (ex opere operato), thus at that point the newly baptized is fit to enter Heaven. Thus Abraham must have become born again in Gn. 15:6.
However, due to failure to maintain this and as justification is based one one's own holiness, then under the Roman system of salvation, the RC (the EOs reject the purgatory of Rome) typically must endure postmortem "purifying torments" for an indeterminate time in purgatory until they atone for sins and once again become good enough to enter Heaven.
In seeking to support this tradition with Scripture, RC invoke 2 Maccabees 12:43ff, but which only teaches praying and making offerings for the dead if perhaps God may forgive them, and which was for those died due to mortal sin, which Rome holds their is no hope for.
Other texts either refer to present chastisement or the lost, or 1Cor. 3:8ff, which only refers to suffering the loss of rewards (and implicitly the Lord's displeasure), and which only occurs after the Lord's return, not commencing at death.