I too am drawn towards the version of the story that goes:
"The last man on Earth sat alone in a room. There was a lock on the door..."
It admits to more meanings, each a different facet of horror: how can a simple lock hope to keep an unknown "other" at bay; the fear that some non-thing has you locked in; the absurdity of being locked in a prison by a society that no longer exists. One meaning that hasn't been mentioned so far is a bit more allegorical: the last remaining soul is alone in the world...and therefore, presumably safe. Yet still he must lock the door, a prisoner of his own imagination, of solitude, of the unknown.

Indeed, a psychoanalyst would have fun with this -- and so would Nathaniel Hawthorne.

Hawthorne's "Young Goodman Brown", published in 1835 in the New England Magazine, is the short story of a man who fears he is the only one of the townsfolk to sense a growing evil in the nearby woods. Forsaking his new bride, the aptly-named Faith, he steels himself for the difficult journey, only to find he is in a sense unable to leave the town behind: for the same villagers he's known all his life are already gathered in the woods, somehow transformed into fiends and devil worshipers! Stumbling back to town the next morning, he is shocked to find the community appears unconcerned about and indeed unaffected by the previous night's terror. He lives his long, full life parsing the ordinary acts of kindness and love in the daily lives of the people around him, in search of signs of their hidden, sinister purpose.

Often, awaking suddenly at midnight, he shrank from the bosom of Faith, and at morning or eventide, when the family knelt down in prayer, he scowled, and muttered to himself, and gazed sternly at his wife, and turned away. And when he had lived long, and was borne to his grave, a hoary corpse, followed by Faith, an aged woman, and children and grandchildren, a goodly possession, besides neighbors, quite a few, they carved no hopeful verse upon his tomb-stone; for his dying hour was gloom.
Hawthorne's character can't see the forest through the trees; he can't see that the evil was in him, not in the others.

Perhaps the worst horror of all is the human capacity for self-delusion. How do we know that the protagonist in the Worlds Shortest Horror Story is really alone? For Hawthorne, the lock on the door might represent a person's unwillingness to believe in faith. Whether its faith in God, with whom we would never be alone, or faith in oneself, with which we could find the courage to open the door and see the truth, that the world is full of goodness and we are surrounded by friends, is for the reader to decide.