Catholics believe that our prayers can have a real effect on the souls in purgatory, as we call upon God's mercy and grace to shorten their time spent in purification.
One Catholic ghost story reiterates that point, narrating how a man would pray every day for the souls in purgatory and how they helped him in return.
The story is found in the medieval collection known as the Golden Legend, which contains a variety of legends passed on over the centuries.
The story sounds a bit like a modern day horror movie, with the dead rising from their graves to chase away a band of brigands.
Nevertheless, the story highlights the power of prayer for the souls in purgatory and how they truly do appreciate our prayers. They will repay us for those prayers when they can, most importantly when they reach God's throne. At that point, these souls will be fully united with God and will in turn intercede for us, calling down God's grace and mercy upon us.