During my pilot training, one day were were in the pattern when my
instructor grabbed the yoke, pulled us into a quasi-unusual attitude,
and popped the door open (Piper Cherokee) and held it as far open as he
could against the wind. "You've just had a mid-air!" he yelled over
the noise. I corrected the attitude of the plane and began a short
approach to the runway. He was explaining to me that 'see, the plane
doesn't fall out of the sky. It's loud, but you can still fly
safely-oh CRAP!' I look over, and he's looking back out the door over
his shoulder. I'm still flying the plane, but I ask calmly what
happened. He starts laughing, and it turns out that the wind in cabin
grabbed the new instrument training hood that he had purchased the day
earlier (to replace a cracked on) and sucked it out the door.

I landed without incident (except for the whole shaking cabin and
missing hood) but it was a complete non-event.

When I try to understand why people panic about stuff like this, I
remember that they see movies like 'The Aviator' that has airplanes
turning into flaming meteors that drop out of the sky when they run out
of fuel, so assuming that an open door is going to do the same thing
isn't that much of a stretch.

It's also possible that this was the first time some of the passengers
on that plane had flown in something smaller then a 737, and they were
ALREADY nervous.