A C402 PLT; DURING TKOF ROLL; JUST AT LIFTOFF; HAD THE BAGGAGE DOOR COME OPEN.

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4 OF THE 7 SCHEDULED PAX SHOWED UP EARLY WITH A SMALL AMOUNT OF CARGO FOR AN XA00 TKOF. I LOADED THE CARGO; WHICH CONSISTED OF A SMALL BOX OF BOOKS; A LEATHER BRIEFCASE AND SOME ROLLED UP DRAWINGS INTO THE NOSE BAGGAGE COMPARTMENT THROUGH THE L; MOST AFT BAGGAGE DOOR. I CLOSED THE DOOR IN ORDER TO EXTINGUISH THE LIGHT INSIDE; BUT DID NOT COMPLETELY LOCK IT; BECAUSE I EXPECTED THE OTHER PAX TO HAVE CARGO AS WELL. THEY DID NOT; HOWEVER. THE REMAINING PAX SHOWED UP A BIT LATE WITH ONLY CARRY-ON ITEMS. HENCE; I LOADED THEM INTO THE ACFT; OBTAINED CLRNC; AND TAXIED TO THE RWY. RUN-UP COMPLETED; I CALLED FOR AND RECEIVED TKOF CLRNC. AS PART OF MY FINAL PRE TKOF CHKLIST; I CHKED THE CAUTION PANEL FOR LIGHTS. ALL WERE EXTINGUISHED. DURING THE TKOF; JUST AT LIFTOFF; THE BAGGAGE DOOR POPPED OPEN AND REMAINED IN THE FULL OPEN (UPRIGHT) POS. I REDUCED PWR AND LOWERED THE NOSE; ONLY TO SEE THAT TOO LITTLE RWY REMAINED FOR A SAFE ROLLOUT. I THEN ADDED TKOF PWR ESTABLISHED A CLB; RAISED THE GEAR AND COMPLETED AN UNWANTED; BUT NECESSARY TRIP AROUND THE TFC PATTERN. A LINE SVC MGR WHO SAW WHAT WAS HAPPENING CAME OUT AND SECURED THE DOOR AND I CONTINUED ON TO MY DEST. LESSONS LEARNED: 1) MAINTAIN FOCUS ON TASK AT HAND. DO NOT LET ONESELF BECOME DISTR BY OTHER PAC; ETC. 2) WHEN CLOSING DOORS; CLOSE AND SECURE EACH TIME IF YOU CLOSE AT ALL. 3) JUST PRIOR TO BOARDING ACFT WITH EXTERNAL DOORS; MAKE ONE FINAL WALKAROUND TO CHK FOR UNSECURED LATCHES; LOOSE ITEMS; CHOCKS; AND WELCOME MATS; ETC; WHICH COULD BECOME A HAZARD DURING OPS.