There's a little house on stilts at the top of Mt. Wilson, protected by a barbed wire fence. There's a sign on the fence that reads "the public is forbidden to pass beyond this fence under severe penalty." It doesn't state exactly what the severe penalty is, or who or what will administer it.
Three men visit the astronomical observatory next to the house. They plan to rob a bank, and decide that because of the warning and the fence protecting the apparently empty house, it'd be the perfect place to hide the money. When they ask what's in the house they're told there's nothing in it. They find out for themselves how true that is.
Like many Quiet, Please episodes, "Nothing Behind the Door" merges the realistic with the supernatural. As a pilot episode for the series, it provides a good preview of the unique style and goals of Cooper and Chappell. A later episode titled "The Other Side of the Stars" refers back to the house on Mt. Wilson and completes some of the thoughts of this episode.
There are scores of places in this universe where there's nothing -- far places, near places.
the astronomer Van Dyk