Mine came with a thin metal shim that slid easily between the wall and doorjam that prevents the unloaded bar-anchor from shifting away from the wall+doorjam. Once the bar is weighted, there's no way that can happen anyway (the shim is really optional and you could improvise similarly with finishing nails).
Worst case realistic scenario: (if you keep the area in a possible crash zone free of spikes and furniture corners) is that you bang up your knee a little. I'm assuming you're just doing pullups, of course.
I have often benefited from recommendations for Things I Didn't Know I Wanted.
Given that Less Wrong is a community of unusually intelligent, critical, and self-improvement-focused people, I suspect we can generate a pretty helpful thread of product recommendations — perhaps even a monthly thread of product recommendations.
Rules: