Elena writes about prayers to and for the dead.
Jimmy Akin gets me musing about what the point would be to NOT pray for the dead.
Candy accuses us of necromancy by saying that we are speaking to the dead.
Some parts of my post on purgatory are also relevant:
2 Tim. 1:16-18 is an example of Paul praying for the dead, in this case, a man named Onesiphorus.
Praying for the dead was common practice among the Jews at that time. It has been the practice at least as long as the time of the Maccabees. 2 Maccabees 12:43–45 states "In doing this he acted in a very excellent and noble way, inasmuch as he had the resurrection of the dead in view; for if he were not expecting the dead to rise again, it would have been useless and foolish to pray for them in death. But if he did this with a view to the splendid reward that awaits those who had gone to rest in godliness, it was a holy and pious thought. Thus he made atonement for the dead that they might be freed from this sin." These verses are the primary reason that the deuterocanonical books were removed from the Old Testament. They justified praying for the dead.
Praying for the dead remains the Jewish practice today. Orthodox Jews recite the Kaddish for eleven months after the death of a parent, to pray for their purification. Judaism 101 says "According to Jewish tradition, the soul must spend some time purifying itself before it can enter the World to Come."
While many contend that purgatory and praying for the dead was a medieval Roman Catholic invention, there is ample evidence that this was a belief of the early Christians. Visit the catacombs, and you find prayers for the dead scrawled on the wall in examples of graffiti dating to the first three centuries of Christianity.
Other writings of that era such as Acts of Paul and Thecla and the Martyrdom of Perpetua and Felicity also attest to this belief.
The Early Church Fathers, who, being "early" predated Medieval times by quite a bit, also wrote on this topic. Tertullian, writes in the second century, "We offer sacrifices for the dead on their birthday anniversaries [the date of death—birth into eternal life]."