Xitram: In the mission "The Sword" there is a door that apparently cannot be opened. It is in the room after you crossed a small stream outside in the garden (the same room in which you start in the mission "Escape"). It can't be opened with the lockpicks and there seems to be no fitting key to it.

Tafferwocky: That's because opening this door would give you access to the Pagan areas that Constantine doesn't want you to know about ;-)

While you're there, try frobbing the tongue of one of the statues on the pillars by the stream. Then look for a grate that opens under the water... :)