This is probably not the answer you're looking for, but in Cairo there is a Coptic church - the "hanging church" I think - whose doors are made of tiny, interlocking pieces that fit only one way. Because wood is expensive in Egypt, and there were occasional attacks upon churches which often included breaking doors down, the church elders constructed those doors so that a) the attackers wouldn't permanently destroy the doors and b) they'd be fooled into thinking they'd done some serious damage.

Not exactly a puzzle, but Hero of Alexandria claimed to have designed special temple doors that were opened by lighting a fire on an altar before the temple. This was not meant to keep people out, however, but rather served as a means for a priest to open the temple up in a dramatic and mystical way. This trick worked via a clever combination of pneumatics, pulleys, and counterweights hidden beneath the temple.

Source: Pneumatica, Hero of Alexandria

Again, not exactly what you are looking for, but there was an object shaped vaguely like a double-ended flute which tended to be buried with women in Egypt from about 2000BC, and the same in Sicily from about 1000 years later. The purpose was completely obscure until in 1907 it was found that they were still in use as door keys in Nubia. Even given that information, I don't think I would be able to deduce how they were used.

Source (and diagram): Ancient Inventions, P James and N Thorpe.