Purification of an impure substance (e.g. DMSO)
can be done by a phase transition, but the process
of distillation is not the only phase transition
purification process. Nor is it necessarily the most
safe, considering the hazard Garnet mentioned.

The process of freezing and thawing an impure
substance will tend to segregate it from its impurities.

DMSO has a freezing point (or melting point) near
room temperature. This makes it convenient as well as
nontoxic to purify DMSO  by a freeze-thaw process,
rather than a vaporize-condense process (i.e.
distillation)

Zonal melting is a type of freeze-thaw process in which
a relatively small section of the batch is melted and this
narrow molten zone is moved slowly through the batch,
which is usually contained in a long and narrow tube.
Extremely high levels of purification can be attained
this way because the process can be repeated with
increasingly successful outcomes.

Purification by zonal melting was invented around 1951
by Pfann to purify germanium crystals to make the
earliest commercially successful transistors. It soon
became a highly successful method of ultra-purifying
many other substances, both inorganic and organic.
But it doesn't work equally well for all substances or
for all impurities in the same substance. So I don't
want to raise false hopes that it can remove the stench
from DMSO until I find out if others have already done
so (such as Gaylord (?))

Matthew