Doors block line of sight, but other room boundaries (tile edges that aren't walls, yellow lines in Call of the Wild) do not:
Manual, page 21 wrote:
A figure has line of sight if the player can trace a line from at least one corner dot in his space to a corner dot in the target space without crossing a brown wall or the top of a door.
If you can attack a monster in another room, you don't need to make a horror test to do so.
(I think there's one weapon that explicitly says it shoots through doors.)