Burning out relays when supposed to be within ratings
If your switched circuit contains some kind of capacitor, motor or tungsten light bulb you could easily be exceeding the contact ratings (500mA maximum) momentarily. 

For example, if the load has a capacitor inside, the circuit looks very much like a capacitive discharge welder, with the materials to be welded the contacts in your relay. Once they are welded together, they are damaged and you should discard the relay, though you may be able to free them up temporarily by tapping the relay. 

Edit: Switching a door lock solenoid can also cause welding by arcing when the relay drops out or bounces. If the solenoid is less than 500mA (6W) you may be able to make this work by adding a catch diode such as a 1N4004 across the solenoid, but generally this kind of relay is not great for switching relatively heavy loads. You'd be better off to use a power relay or a transistor such as MOSFET (always with the catch diode).