The repetition of words is a literary device: http://en.wikipedia.org/wiki/Epizeuxis or palilogia. In this case, it shows what might have really happened.
"There was a knock at the door." (This is the most general form of expression, good in any situation.)
"There was a knock knock at the door." (This deviates from the standard form, and the reason might be for the sake of humor or emphasis. Someone might say this when relating an incident, and wanting to draw attention or build suspense in t