I'd been hearing about a locked door in Bloodborne for a while. The offending barrier is located in the Cathedral Ward next to a big chest and it didn't seem to open in through natural progression.
This has lead many players to speculate what could be on the otherside. Untold riches? A horrifying monster? Well…no, sadly. It turns out it just takes you back to an earlier part of the game.
Illusory wall, a site that tries to find secrets in Souls games found out that the door leads back to the bridge where you first face the Cleric Beast. Here is a video of them demonstrating: