Either the 2nd or 3rd depending upon context. Was there one bang, as in someone bumped it? Or multiple bangs, like a knock?

All three options are correct but have slightly different nuances: 1. "I heard a banging on my door" - Suggests repetitive knocks or hits; it's more descriptive. 2. "I heard a bang on my door" - Indicates a single loud noise. 3. "I heard banging on my door" - Implies continuous or repeated banging. Choose the one that fits the situation you're describing!