This happened to me as well about 7 years ago and is a B737 design fault, rectified by a modification since. As far as I recall, the sensor indicating that the door is shut is on the hinge side of the door. The cabin crew closed the door but the locking mechanism misgrapped the hinges on the structure(sorry, I have no better way to describe it). Indications in the cockpit where that all doors where closed. Immediately after take off the cabin crew called. We could barely hear them, they had to go to the back to communicate with us. Left the cockpit and saw that there was a inch gap in the door! The noise was deafening though!!
Turned around and landed!! No damage incurred, engineer checked airplane and after fuel uplift departed again.