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Pope Benedict XVI addressed this in a General Audience on 15 February 2012:
The second word spoken by Jesus on the Cross recorded by St Luke is a word of hope, it is his answer to the prayer of one of the two men crucified with him. The good thief comes to his senses before Jesus and repents, he realizes he is facing the Son of God who makes the very Face of God visible, and begs him; “Jesus, remember me when you come in your kingly power” (v. 42). The Lord’s answer to this prayer goes far beyond the request: in fact he says: “Truly, I say to you, today you will be with me in Paradise” (v. 43). Jesus knows that he is entering into direct communion with the Father and reopening to man the way to God’s paradise. Thus, with this response, he gives the firm hope that God’s goodness can also touch us, even at the very last moment of life, and that sincere prayer, even after a wrong life, encounters the open arms of the good Father who awaits the return of his son.
Dear brothers and sisters, the words of Jesus on the Cross at the last moments of his earthly life offer us demanding instructions for our prayers, but they also open us to serene trust and firm hope. Jesus, who asks the Father to forgive those who are crucifying him, invites us to take the difficult step of also praying for those who wrong us, who have injured us, ever able to forgive, so that God’s light may illuminate their hearts; and he invites us to live in our prayers the same attitude of mercy and love with which God treats us; “forgive us our trespasses and forgive those who trespass against us”, we say every day in the Lord’s prayer.
At the same time, Jesus, who at the supreme moment of death entrusts himself totally to the hands of God the Father, communicates to us the certainty that, however harsh the trial, however difficult the problems, however acute the suffering may be, we shall never fall from God’s hands, those hands that created us, that sustain us and that accompany us on our way through life, because they are guided by an infinite and faithful love.
Note that there is no mention of Today. Eternity is outside time: while the thief was indeed to die "today", he then entered eternity, which cannot be measured in earthly time.
It is entirely possible that the repentant thief went through Purgatory, but any time spent there cannot be measured.
However, the Catechism has more to say:
1030 All who die in God's grace and friendship, but still imperfectly purified, are indeed assured of their eternal salvation; but after death they undergo purification, so as to achieve the holiness necessary to enter the joy of heaven.
Given that Christ himself imparted his grace and friendship to the penitent thief, who are we to say that he was not perfectly purified by those words? It is entirely possible that he did not experience Purgatory at all, and that Christ's today did actually mean today.
One difficulty with timings in earthly time is that Christ descended to the dead before his Resurrection, and then spent six weeks on earth before ascending to his Father. This gives weight to his Today pointing to an Eternity outside earthly time: from an earthly point of view, it certainly wasn't today.
The end result? We don't know. We can be certain of Benedict's interpretation that we have "the firm hope that God’s goodness can also touch us, even at the very last moment of life, and that sincere prayer, even after a wrong life, encounters the open arms of the good Father who awaits the return of his son."
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Depends on where you put the comma.
“Truly I tell you, today you will be with me in paradise.”
“Truly I tell you today, you will be with me in paradise.”
Jesus told the Good Thief that the two of them would be together "this day" in "Paradise" (Luke 23:43; see also Matthew 27:38); but between on the Sunday of his resurrection he said that he had "not yet ascended to the Father" (John 20:17). Some say that the descent of Jesus to the abode of the dead, his presence among them, turned it into a paradise.[4][5] Others understand the text to mean not "I say to you, This day you will be with me in paradise", but "I say to you this day, You will be with me in paradise". Timothy Radcliffe explained the "today" as a reference to the "Today of eternity".[6]
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Reading the biblical narrative, we can conclude that the good thief's sins are forgiven by Christ on the cross. And that the thief would have followed Christ if he were to live (baptism of desire).
A sinner who dies after receiving baptism without atoning for his sins he will not enter purgatory.
With these two reasonable assumptions, we can say that the necessity for entering purgatory for him did not arise.
By Baptism all sins are forgiven, original sin and all personal sins, as well as all punishment for sin. CCC 1263
For catechumens who die before their Baptism, their explicit desire to receive it, together with repentance for their sins, and charity, assures them the salvation that they were not able to receive through the sacrament. CCC 1259
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The way the Good Thief entered Heaven is an example of how God is not bound by His sacraments.
1257 The Lord himself affirms that Baptism is necessary for salvation. He also commands his disciples to proclaim the Gospel to all nations and to baptize them. Baptism is necessary for salvation for those to whom the Gospel has been proclaimed and who have had the possibility of asking for this sacrament. The Church does not know of any means other than Baptism that assures entry into eternal beatitude; this is why she takes care not to neglect the mission she has received from the Lord to see that all who can be baptized are "reborn of water and the Spirit." God has bound salvation to the sacrament of Baptism, but he himself is not bound by his sacraments.
The Good Thief received Sanctifying Grace in an extraordinary way and AFAIK from listening to Easter Vigil preaching during Adult Baptisms, the Church's teaching on Baptism is that if one was to die immediately after receiving Baptism that their soul would go straight to heaven.
You might then ask, why are not all deathbed converts Saints?
Well, you can't know what's going on in a person's soul at the moment of their death, no one can discern how attached someone is to the sins of their past life any more than you can discern if a suicide is sorry for what they've done to themselves and their family. That's why proof in the form of miracles is needed for Holy folks who die peacefully and not for martyrs. For martyrs it is clear that the martyr laid down his or her life for Christ so the state of their soul is made visible by the manner in which they died.
So, in summary:
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As Andrew points out in his answer, Benedict XVI (Cardinal Ratzinger) has effectively written a great deal in order to precisely clarify what the Church teaches concerning the necessity of purgatory.
In his book Death and Eternal Life he writes:
The transforming 'moment' of this encounter cannot be quantified by the measurements of earthly time. It is, indeed, not eternal but a transition, and yet trying to qualify it as of 'short' or 'long' duration on the basis of temporal measurements derived from physics would be naive and unproductive. The 'temporal measure' of this encounter lies in the unsoundable depths of existence, in a passing-over where we are burned and where we are transformed. To measure such Existenzzeit, such an "existential time," in terms of the time of this world would be to ignore the specificity of the human spirit in its simultaneous relationship with, and differentation from, the world. . . .
[Purgatory] is the inwardly necessary process of transformation in which a person becomes capable of Christ, capable of God and thus capable of unity with the whole communion of saints.
Most, if not all of the misconceptions surrounding the doctrine of purgatory stem from our finite projection of time upon the existential nature of life after death. Once the presupposition of seeing purgatory as a "holding cell" rather than a purification process is rejected or thrown away - that is when real progressive understanding can be somewhat made.