Good on you for noticing that. My first ever map was doing that for a long time, because I was the only person wandering around on it. It wasn't until someone else got on it with me that I became aware of doors suddenly popping out of empty walls and such. (It was pretty funny at the time.)
As Sgt Frag says, it's easiest to just arrange for them to slide into walls or other areas where a player can't see them.
I've seen garage style overhead doors that move like the real thing, but it's a pretty complex effect to create, and doesn't add that much to the enjoyment of the map for most players.
Or you can set it up so it slides into someplace visible, but looks natural. For example, I did a fence gate that slid sideways alongside an existing fence. Got the job done and looked great.