Yom Kippur, detailed in Leviticus 16, happened about a week and a half ago. Historically, this was the day of the year when the high priest made atonement for the sins the people of the covenant had committed in the previous year.
This was the only day of the year that anyone was allowed to enter the most holy place. Even then only the high priest was allowed, and only after he had made atonement for himself.
Each year, the high priest would kill a bull and a goat, using their blood to consecrate and make atonement for the Holy Place and the altar. The bull also functioned as a means of atonement for the high priest himself as well as his family.
This goat that was killed was one of two goats used on this Day of Atonement. When the goats were brought for the ceremony, one was chosen at random to be sacrificed, that is, to die. The other, the infamous scapegoat, was to become the bearer of the sins of the people and released into the wilderness away from the people.
What the text actually says concerning this is, “8 And Aaron shall cast lots over the two goats, one lot for the Lord and the other lot for Azazel. 9 And Aaron shall present the goat on which the lot fell for the Lord and use it as a sin offering, 10 but the goat on which the lot fell for Azazel shall be presented alive before the Lord to make atonement over it, that it may be sent away into the wilderness to Azazel.”
The word עֲזָאזֵל, transliterated Azazel, is not clearly understood. One possibility is that the word means “absolute removal” as in the goat that is “for Azazel” is for absolute removal from the people. This word has also been seen as a combination for the Hebrew words for rugged and strong and has been connected with Mount Azazel which was the supposed location at which the goat was released “into the wilderness”. Azazel is also the name of a demonic figure referenced in 1st Enoch and the Dead Sea Scrolls.
Similarly, the concept of wilderness was tied to the ideas of chaos and disorder which were, in turn, associated with the absence of the presence of the Lord. So, sending the goat “into the wilderness to Azazel” could be seen as sending this condemned creature to a demonic figure in a hellish place apart from the Lord.
This second goat, instead of dying a quick death at the hand of the high priest, was instead weighed down with the sin of the entire nation. We may take this lightly, but that goat had the wrath of the Lord to contend with. Certainly, in that sense, the scapegoat suffered a fate worse than death.
For a Messianic Jewish take on Yom Kippur, see this page.
For a psychological perspective, see this page.