I always checked gangway doors and would secure any that looked marginal on their locks by opening them and giving them a good slam. That way I never had one come open on the move.
On the subject of cab doors, the other door I always checked to ensure they were locked were the hinged cab doors on Cl317s. If you didn't lock them and then opened the droplight window at speed they could also come open with a load crash. The risk with these, however, was that the driver could have his/her hand on the doorframe and would risk several broken fingers if the door flew open. Anyone familiar with Cl150/2 or Cl455 cabs as well as Cl317s will surely know what I'm talking about.
Meanwhile, back at the topic...
There are a lot of scary things that can happen to you as a driver (many of which have already been mentioned), but there aren't many scary things that you actually have to do. Most of the time it's all very mundane. I would have to say that the scariest thing I've had to do is tip out and secure DOO passenger trains at an unmanned location before bringing the set empty to a depot or carriage siding, but even then that's pretty ordinary.
O L Leigh