Ocarina of time: Stand on the carpet of where Darunia's room is. Play Zelda's Lullaby. Darunia will yell crap at you. When he is done, play Saria's song. He will do a dance, start talking and give you something to allow you to pick up bomb flowers. There is a bomb flower near the boulder blocking Dodongo's Cavern. Pick it up set it by the boulder to blow up the boulder. Go inside and begin Dodongo's Cavern.
Twilight Princess: Depends of which door you are speaking...one of them we have an "gate" in front, and to open, you need to stay on a bar of metal seemed an up side down L, using the Iron Boots, to it enter in the ground.