That's a common problem in box cars with opening doors. The Atlas trainman HyCubes also have an issue with doors vibrating open.
The exception seems to be Weaver's cars as their doors are set up tightly. Jeff's (Chessie1971) suggestion of a toothpick in the door track is a good an effective way to keep them closed. I actually view non-operating doors as a "feature" on box cars. For a diorama/static display, the open doors are fine.