The Chiesa del Purgatorio (officially Sant'Anna) is a small late-baroque church on Via XI Maggio, with an exuberantly carved facade in pale tufo stone. The interior is a single nave with rich stucco work and a series of 18th-century altarpieces.
Like many of Marsala's smaller churches, it tends to be open in the late afternoon and around the evening mass. It is worth a few minutes on the walk between the cathedral and the seafront.