Reminds me of the movie 1408 for some reason, but reminds me even more of this ****** up story I read on /nosleep once. It was about some kid waking up to find his family being brutally murdered during breakfast by unkown assailants and whenever he would die, he would wake up to the same moment right before his family got killed. This happened so many times he actually started doing crazy **** just to see what would happen or if he could escape, but every time he died he would wake up. I wouldn't want to spoil the ending because it's a great ******* read.
Notice that one entity? The insectoid with the many smiling faces in the background of the last strip. That's the ****** pulling the strings of this operation. Let's just call it Laughtrack. Laughtrack takes people, or rather, their souls, and places them in a confined space (which we'll dub The Set), to act out a special purpose. This purpose? To feed off their sanity. Those souls are stuck there. They can't leave. It's just like the original guy who kept coming out of the door said. Once someone perishes on The Set, their souls are moved to a different Set, which may be another dimension entirely, or maybe it's like some Inception ******** . Notice the guy who's freaking out after Jerry opens the door is the same one Jerry attempted to kill in the second strip. I'd be pretty freaked out if I came back to the same "house" I was killed in only to be met with my killer coming out of the room he murdered me in. And so the cycle continues. Eventually Jerry and his victim will perish as well, and the victim will become the door-opener, and some other poor sod will become the guy standing in the room. What'll have happened to Jerry or the first door-opener at that point? Who knows. It sure as **** doesn't explain it here.
I'm imaging this all takes place in hell, seeing as how Lucifer makes a guest appearance. Could be some weird, ****** up tv-show there.
All of this can be backed up by the original door-opener saying the line "And those before me", which implies there's been plenty of other iterations of this scenario.