Evangelical Protestantism is in many ways much different than Catholicism, whereas the Mainline Protestant Denominations like Episcopal, Lutheran, Presbyterian and United Methodist are somewhat closer, though not by a wide margin. As far as the afterlife, as you might recall, the Catholic Church teaches that Purgatory exists for the souls who die without any unconfessed mortal/grave sins, but who were otherwise either members of the visible Catholic Church or were unknowingly members of the Catholic Church, via the doctrine of "invincible ignorance". I will not bother to explain said doctrine now. You can look into it if you wish. It is through this doctrine of "invincible ignorance" that the Catholic Church believes than non-Catholic Christians, Jews, Muslims, and others still have a chance to go to Heaven.
However, while a few Catholics in C. F. might disagree with me, as I understand it, "invincible ignorance" does NOT apply to ex-Catholics. The one likely exception is probably if a baby is baptized a Catholic, but then leaves the Church before the age of reason, through no fault of their own. Another potential exception, but by no means certain, is perhaps for those who get baptized and receive their first Communion, but are then taken out of the Church by their parents, prior to receiving the Sacrament of Confirmation. However, as to those who get baptized, receive first Communion and then get confirmed, upon which they later leave the fold, I simply see no way that the doctrine of "invincible ignorance" could ever apply, at least this is how I read the Church's current interpretation of the ancient EENS salvation doctrine, "Outside the Church, There is no Salvation". So what does this mean..... Well, if you ever become convinced that you want to become a Christian again, I guess to be on the safe side, just in case the Catholic Church is correct and they are the Church founded by Jesus for the salvation of mankind and that "invincible ignorance" does not apply to ex-Catholics, you might want to seriously consider reconciling yourself with Mother Church? (How is that for a shocker of a statement coming from a life-long Protestant?)
Now no Protestant body accepts the teaching of Purgatory and neither does the Eastern Orthodox Church, even though they are much closer to the Catholic Church than any of the Protestant denominations. The Eastern Orthodox very much believe in praying for the souls of the dead, but they do not pretend to know how their prayers actually help the deceased. Very few Protestants believe in praying for the dead. I am a rare exception to that rule it would appear and perhaps that is because I suspect that some form of an Intermediate State might exist, though the way Purgatory is described does not sound right to me, especially as it is connected to indulgences. It should be pointed out that Martin Luther did admit that praying once or twice for the dead was acceptable. However, to the best of my knowledge and belief, few U.S. Lutherans pray for the dead, but I cannot speak for the Lutherans in Europe.
Hence, the major difference between all Protestant bodies and the Catholic Church, in regards to the afterlife, is that Protestants say you go to Heaven or Hell after death, whereas Catholics are at least suppose to say that one goes to Heaven, Hell or Purgatory and since there are apparently few Christians who attain sainthood, the presumption is that most saved souls must first go to Purgatory. I am not an Evangelical Protestant, so I will let one or more of them respond in detail, if they wish. However, I will add that one of the main differences between many of them and the so-called Mainline Protestant bodies deals with the doctrine of "once saved, always saved". Many of the Evangelicals believe that a true Christian never loses their salvation, whereas Lutherans, Episcopalians, United Methodists and Presbyterians do not accept this doctrine and believe that it is possible for a Christian turn their back on the faith and lose their salvation.