That's how Scott Gomez got his pelvis broken during the lockout year when he was playing in the ECHL. Dumped the puck in at his bench, turned to do a line change and got smoked in the back into his own open door by Ashlee Langdone.
They don't really need the doors, unless there's an injury.
It hasn't happened to me personally, but there has been players cut by skates jumping over the boards. I like the doors cause if you have 5 guys coming off that means 5 guys coming on, so you have 10 guys whipping their skates over the boards almost simultaneously. I think you would see a lot more injuries without doors than with them.