Very few people I know up here lock their doors. I mean, maybe at night or when they are away, but not many bother to lock up during the day. Small town America, I guess. Anyhow... we knock and wait for the door to be opened. The only time this varies is when we go visit one couple. We knock and wait for the door to be opened, but they have 3 "excitable" golden retrievers. We can usually tell from the level of cacophony that ensues upon knocking whether we should wait for our friends to disentangle themselves from the chaos or just walk in!
We also expect people will knock on our door and wait for it to be opened, unless we are yelling "C'mon in!" at the top of our lungs! DD/SIL still just walk in, but they lived with us for 3+ years and have only been "moved out" since May, but I'd expect them to walk in anyhow. Other than that, everyone knocks, I think.