I think this has to be one of the most annoying things when staying in certain hotels. I once had someone come in while I was asleep (I must have not heard them knock) and rather than apologise for coming in - they simply continued to check the mini bar!! Granted this was the middle of the day but the DND sign was clearly on display.
Now this wasn't a Marriott and let's just say the GM couldn't have been more apologetic - where do they get these people from?
I just wish they'd always put a chain on the door.