Like apuz said, knowing whether you're dealing with solid wood or a manufactured product like melamine over particleboard or MDF is important. If you do determine you have solid wood then, again, it's important to figure out which type of wood because different types of stains or varnishes work better. For instance, if they're cherry, then a regular stain will often leave a blotchy appearance, so you'll want to use a gel stain instead.
If the damage isn't too extensive, then I'd do a simple test to see what type of repair needed to be made. Take some mineral spirits (available at HD or Lowe's) and wipe it on the damaged area with a lint-free rag.
- If the color returns (matches the undamaged area), then you should be able to simply apply a polyurethane finish.
- If the color doesn't return, then you need to ID the wood ...so you know what type of finish to apply...and then begin the process of color matching.
- If the color appears darker, then you can apply some clear paste wax with a lint-free rag.
If the damage is to the majority of the door, then I'd sand all the existing finish off and do some color tests to the back of the door. Once I found a close match, I'd do the whole door over.
Edit: Oh yeah...if it's a veneer....be VERY careful about sanding. You can easily sand right through the veneer.