I saw it already answered that the locked doors do not stay locked. But do they even stay locked through the end of the Hero turn, or can another hero pass through the same door that was locked for the first hero on the same turn?
The Locked Door card only affects the single Hero that it was played on, only for that one specific turn.
So it would go something like this:
Billy's turn: Rolls die, moves to a doorway, tries to move through, Zombie player plays "Locked door." Billy's movement ends in front of the door. Billy has Exchange Items, Ranged Attack, Fight phases as usual.
Sally's turn: Rolls die, moves through the same doorway Billy was stopped by without trouble unless Zombie player plays another Locked Door.
Billy: *Rams shoulder.* "Oh my god, it won't open. We're all going to die!"
Sally: *Turns knob, pushes door open.* "Wuss."