I like being part of a religion where you're remembered and prayed for after you're gone. I expect to need a lot of help. Here's His Excellency Walter Nickless of Sioux City on the topic:
There is a clear connection between this Feast and the Feast of All Souls which follows it on Sunday, November 2nd. We know that, although God’s mercy is greater than our sinfulness, still we have the choice to reject His gifts. Most of us live and die struggling to accept fully the gracious gift of faith and mercy. We are not ready for Heaven, for seeing God "as He really is," because we have not seen or loved Him clearly enough in this life. We need more scouring.
Part of how we receive this scouring or "purging" after death is by the prayers of the faithful still sojourning. We have a duty in this life, born of our unity in Christ, to pray for the dead, for the purifying fire of God’s merciful love to purge them of the heaviness of sin. This duty is one of the spiritual works of mercy. So important is this duty, that the Church uses an entire day to remind us of it each year. Remember, then, that none of us can make become saints without the hard work, not only of ourselves, but of many others also. One of the hardest forms of this sanctifying work is to learn to love and pray for all, especially for our enemies, even after their death. "For if you love those who love you, what reward shall you have? Even the tax-collectors do this. And if you greet your own family only, what more have you done? Even the heathens do this. Therefore, be perfect, as your heavenly Father is perfect." (Mt 5:46-8). All of us would do well to continue to pray for the souls in purgatory. We hope that many will pray for us as well when we die.