The Feast of All Souls, when we especially pray for the souls in purgatory, has Benedictine origins, having been established by St. Odilo at his abbey of Cluny in 998.
He was inspired to establish the feast by a pilgrim returning from the Holy Land who was cast by a storm on a desolate island. A hermit living there told him that amid the rocks was a chasm communicating with purgatory, from which perpetually rose the groans of tortured souls. The hermit had also heard the demons complaining of the efficacy of the prayers of the faithful, and especially the monks of Cluny, in rescuing their victims. Upon returning home, the pilgrim hastened to inform the abbot of Cluny, who then set 2 November as a day of intercession on the part of his community for all the souls in purgatory.
From Cluny the custom quickly spread across Europe, and entered the universal calendar in the fourteenth century.