1. He observed the thief open the lock of the door.

2. He observed that the thief opened the lock of the door.

(does #1 mean #2?)
3. He observed the thief opening the lock of the door.

4. He observed that the thief was opening the lock of the door.
(Does #3 mean #4?)

Yes, they all mean approximately the same thing. Sentences 2 and 4 are wordy versions of 1 and 3, but the meanings are the same.