This has happened to me a few times since the last patch. I go through the door, and end up standing on a little ledge, looking at npc's and furniture floating above a blue sky. I haven't tried stepping off of the ledge, due to my conditioned fear of infinite falling (which is what used to happen when going through some doors), but going back out and back in once or twice fixes it.
The only graphics setting I've changed since the beginning is turning off the grass. Seems like that is something that would yield better performance as far as loading.