I live in Wisconsin--yep the Frozen Tundra. Frozen car doors are a recurring problem. I tried the hot water trick once and it did thaw the doors BUT... it also screwed with the electronics on the doors. My automatic locks didn't work and the little post (in the door jam) that switches off the inside lights froze so the lights didn't go off and my battery died. I ended up having to get the car towed to my mechanic so he could thaw it out over night and then check to make sure everything was still working.
Instead rub the rubber gaskets with cooking oil. It works. A friend told me not to use Vaseling because it is a petrolem product and can make the freezing worse.
Because I worked in retail for years and had to leave my car parked in a parking lot in all kinds of weather I often don't lock my car doors in winter.