"Waiting Place", a short story in Harry Harrison's Matter Transmitter series, first published in Galaxy Magazine, June 1968, which you can read at the Luminist Archives. It was the answer to the old question Short story about amnesiac man sent to a prison planet, and part of the answer to the question Short story collection about Transporter "Doors" which was about One Step from Earth, a collection of Harrison's Matter Transmitter stories.
Jomfri arrives in prison by matter transmitter:
As soon as Jomfri stepped out of the screen of the matter transmitter, he realized that there had been a terrible mistake. For one thing his head hurt with a pain that almost blinded him, a classic symptom of MT malfunction. For another this was not his destination, not this gray and dusty chamber. He had been on his way home.
[. . . .]
"There has been a dreadful mistake. I should not be here."
"Everyone says that," she said with contempt, dismissing him with a palsied wave of her hand. "You'll stop soon. Criminals all, rejected from our own worlds, sentenced for life and eternity, forgotten. They used to kill us. It would have been kinder."
He has another inmate cut off his little fingers, not because he thinks it will bring his memory back, but as a way to get to see the jailers, because he thinks he has been sent there by mistake:
"Sick! You said they would see me if I were sick," he shouted, jumping to his feet. Old Rurry ignored him, and he was drunk enough to clutch the man by his clothing. None of the others paid particular attention until the wicked length of blade appeared again. Jomfri let go and staggered backward, his eyes on the foot of steel. "I want you to cut me with your knife," he said.
"Old Rurry stopped and thought; he had never received an invitation from a prospective victim before. "Cut you where?" He scanned the other for a suitable spot.
""Where?" Where indeed. What part of one's body do you invite violence upon? What member that you have borne a lifetime do you discard? "A finger . . ." he suggested hesitantly.
"Two fingers—or none," Old Rurry told him, a natural merchant of destruction.
"Here, then." Jomfri dropped into the chair and spread his hands before him. "Two, the littlest."
The doctor tells him what he did, and he has a fleeting vision of his dying wife's face:
"Tell me what I have been accused of!" Jomfri was shouting and trying to move.
"It would be better if you did not know. I'll return you now."
"You must tell me first. I cannot believe you otherwise. I was on my way home to my wife—"
"You killed your wife," the doctor said, and actuated the return mechanism. The closing of the thick door cut off the hideous, wailing scream.
A single sharp memory of a blue face, staring eyes, blood blood blood. . . .