Whenever you go out, close the door immediately unless you know you're coming straight back. If you do that anyway, but still don't feel sure of it, you might have OCD (http://www.mindhacks.com/blog/2007/02/the_psychology_of_ri.html).

I'm surprised it took this long for someone to comment on OCD, as "fear that the front door isn't locked" is a classic symptom. Simon's already noticed that "checking behaviour" doesn't work because you can forget to do it, and if you do remember it can grow and grow until you're spending half an hour re-verifying that you've closed the door. Then you build up more and more bizarre behaviours to make today's door closing unique.

Was the previously a time that you could walk out the door, lock it, and walk away without thinking about it again?

Yes. As I alluded to right at the top of my original post, that time was before the incident in which I actually forgot to shut it and left it wide open for an entire afternoon and evening.