Quickly other Tumblr users found more languages the pun worked in, and added these to the post.
In case you're confused: In English the joke is "purr" (the sound cats make) and purgatory — (an intermediate state prior to ascending to heaven.)
In Spanish (which should be a dónde van los gatos cuando mueren?), the pun is purGATOrio, as the Spanish word for cat is gato.
In Italian it's similar again — PurGATTOrio = Gatto (cat) plus purgatorio (purgatory).
And it works in Portuguese as well — PurGATOrio = gato (cat) plus purgatório (purgatory).
But in French it's a bit of a stretch — purCHATtoire = Chat (cat) plus purgatoire (purgatory).
One Reddit user pointed out that it even works in Hindi.