Question: Were people able to "lock" the Holodeck doors so that others couldn't just walk in on them? I don't recall an episode where the doors were locked that wasn't because of some malfunction. It seems like Lieutenant Barclay, for example, would either lock the doors during his "fantasies" or have some "fail-safe" that shuts the program off when being walked in on. Otherwise, it's just a really dumb thing to do (for him or anyone playing out a fantasy) knowing they could easily be caught.
Answer: Yes. The doors to the holodecks can be locked when in use by anyone aboard the Enterprise so they couldn't be disturbed. However, high ranking officers like Captain Picard could override the doors as it's seen that overrides are in use even for the crews quarters. Even Barclay, when he's indulging in one of his fantasies could have the doors to the holodeck unlocked by an override code.