CARJ CREW RETURNED TO THEIR DEP ARPT AFTER FINDING THE ACFT WOULD NOT PRESSURIZE. THE ACFT WAS FOUND WITH THE FORWARD CARGO DOOR OPEN.

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FLT FROM CAK TO CVG. DEPARTED THE GATE AT AND TOOK OFF FROM RWY 23. ON LIFTOFF; WE HEARD UNUSUAL AIR NOISE AND RUMBLE; POSSIBLY FROM UNDERNEATH THE ACFT. WE NOTICED THE ACFT WAS NOT PRESSURIZING AND DECIDED TO RETURN AND MAKE A PRECAUTIONARY LNDG AT THE DEP ARPT. A LCL; VISUAL PATTERN WAS FLOWN BACK TO RWY 23 AND THE LNDG WAS UNEVENTFUL AND THERE WERE NO FLT CTL ISSUES. WE TAXIED BACK TO THE RAMP. POSTFLT INSPECTION REVEALED THE FORWARD CARGO DOOR WAS NOT CLOSED. THE FORWARD CARGO DOOR WARNING SYS WAS DEFERRED ON THIS ACFT (INTERMITTENT 'OPEN' INDICATIONS). THE PIC PERSONALLY CLOSED AND LATCHED THE FORWARD CARGO DOOR PRIOR TO DEP (THUS COMPLYING WITH THE DOOR SYS DEFERRAL). THE DOOR LOOKED PROPERLY CLOSED AND LATCHED AND GND PERSONNEL DID NOT NOTICE OTHERWISE. ON THIS FLT; THE FORWARD CARGO DOOR WARNING WAS ILLUMINATED; NOTED AND BRIEFED BY BOTH CREW MEMBERS. POSTFLT INSPECTION ALSO CONFIRMED NO FORWARD CARGO HOLD ITEMS WERE LOST -- ALL ITEMS WERE ACCOUNTED FOR. THE DOOR APPEARED UNDAMAGED AND OPERATED NORMALLY AS WE CLOSED AND OPENED IT SEVERAL TIMES. THE ACFT WAS INSPECTED BY MAINT PERSONNEL AND CLRED FOR A FERRY FLT BACK TO CVG THE MORNING OF THE NEXT DAY. MY ASSESSMENT OF THE EVENT IS THAT THE DOOR CAME AJAR AS WE TOOK FLT AND WAS HELD MOSTLY IN PLACE BY THE SLIPSTREAM. PATTERN SPD WAS BELOW 200 KIAS. UPON LNDG OR TAXI BACK; THE DOOR THEN OPENED THE REST OF THE WAY. FLT CREW MEMBERS ARE TRAINED ON OP OF ALL DOORS AND EXITS. WHY THE CARGO DOOR DID NOT STAY CLOSED IS UNKNOWN.