Zombies, when aggro'd to your character, will pass through closed doors to get to you and often pass through walls and objects in rooms.
I have also tried closing a door from the outside with a zombie inside the building and they ignore the door. I'm not sure if this is intentional right now until a way for zombies to knock down/open doors is implemented but as it stands it appears to be an error.
Perhaps zombies remaining at the door and banging on it could be a good solution.