Because of her past suicide attempts, Norma's doctors have recommended that none of the doors in her house have locks—so she can't lock herself in a room and kill herself:

MAX: There are no locks anywhere in this house. He points to the entrance door of the room, and to another door.

JOE: How come?

MAX: The doctor suggested it.

JOE: What doctor?

MAX: Madame's doctor. She has moments of melancholy. There have been some suicide attempts.

See, while Norma believes that she's still a great star—saying things like "I am big. It's the pictures that got small"—she secretly realizes that she's become significantly diminished in the eyes of the world. Hey, check out that rare moment of self-awareness. Baby steps, we guess.

At one point, when Joe refuses Norma's romantic attentions in order to go to a New Year's Eve party with other young people, Norma goes into a room and Wilder trains the camera on the absent lock, indicating that she's about to make a suicide attempt, slashing her wrists. (Of course, she survives and successfully guilt-trips Joe into agreeing to sleep with her, after Max brings him back by calling and telling him about the suicide attempt.)