John Lightfoot on John 20:26

[The doors being shut.] I would not easily believe that the intention of the evangelist in this place was to let us know that Christ penetrated the doors with his body; but rather that the doors were shut for fear of the Jews, as verse 19; which he also reiterates in this verse, that he might let us know the disciples were still at Jerusalem, where their greatest danger lay. On the morrow, probably, they were to make towards Galilee.