I have noticed there is a locked door in the cemetery before you get to the Cathedral which Leon comments 'another locked door'. It is in the part where Leon & Helena get split up after you get the key to go through the gate from the zombie dog (hey that is what Capcom calls it LOL).
Do you open it later on after the cathedral or is there a key in the cemetery?
Currently playing Borderlands 2 & Resident Evil 6. Next games I'm buying - Dishonored, Medal of Honor Warfighter, Halo 4, Black Ops II, Hitman Absolution