On Yom Kippur, we recite Yizkor (memorial) prayers for our deceased relatives as well as for the martyrs of the Jewish people (in our own day, particularly for those who died in the Holocaust).
This is an old custom, going back to the time of the Crusades in the Rhineland (11th-12th centuries).
The aftermath of those massacres gave rise to a series of ritualized memorials – initially of communal martyrs on the anniversary of the slaughter (around the time of Shavuot), including children mourning lost parents and parents mourning lost children.
The use of the Kaddish as a memorial prayer recited on behalf of one’s deceased parents originated in this milieu, as did the customs of observing the anniversary (Yahrzeit) of a parent’s death and kindling a memorial candle. The Yizkor prayers, beginning with the words “Yizkor elohim nishmat…” (“May God remember the soul of…”) were first formulated then. (For an excellent account of the development of these memorial customs in the Rhineland, see Ivan G. Marcus’s The Jewish Life Cycle: Rites of Passage from Biblical to Modern Times.)
Eventually, this ritual was regularized on Yom Kippur and spread beyond the Rhineland to other Jewish communities.
The recitation of Yizkor prayers also on the last days of the Jewish festivals apparently originated in central Europe following the massacres of Jews in the German lands during the Black Death of the 14th century, but became more common in eastern Europe in the 17th century, with the popularization of Lurianic kabbalah by mystics who stressed the penitential aspect of the Festivals.
The prayer “El Malei Rachamim,” a central element of the memorial service, originated in 17th-century Ukraine at the time of the Chmielnicki massacres. It implores God to bind up in the bound of everlasting life the soul of the deceased.
Traditionally, these core memorial prayers in the Ashkenazic rite are recited, together with several psalm texts, after the reading of the Haftarah, before the Torah is returned to the ark.
The creation of a separate and extended Yizkor “service” is modern, the creation of 19th-century Reform Judaism, particularly in the United States.
To extend the memorial rite beyond the basic traditional prayers, various other thematically relevant psalms and original vernacular readings and meditations were added. This is the structure and content of the Yizkor service in all modern prayer books.
Today it is customary for that service to take place on Yom Kippur afternoon, between the afternoon and concluding services (Minchah and Ne’ilah, respectively). That practice was regularized in the Union Prayer Book, vol. 2 (1894). In Isaac Mayer Wise’s Minhag America, vol. 2 (1864), Yizkor was recited at the end of the Yom Kippur evening service.
In David Einhorn’s Olat Tamid (1858), memorial prayers were recited at the end of the afternoon service, and the Polish “El Maleh Rachamim” was replaced with an equivalent Spanish-Portuguese Menuchah n’chonah prayer.
The Eternal One spoke to Moses, saying, "Phinehas, son of Eleazar son of Aaron the priest, has turned back My wrath from the Israelites by displaying among them his passion for Me, so that I did not wipe out the Israelite people in My passion." - Numbers 25:10-11