Two important things to do at any stagedoor:
1) Be aware of whether or not you're blocking the sidewalk and/or exits.
Not all theaters set up barricades, or have ample sidewalk room. There are people other than fans in the B'way district, some of whom use the sidewalk too. Also, there are people other than actors in the theater who want to get out. Sometimes they need to rush out in order to catch their train/bus home, so give them room to get through.
2) If a particular actor that you really really want to see either doesn't come out (between shows on a 2 show day) or doesn't stop to chat/sign/ pose with you, just accept it.
They are under no obligation to spend time, though may choose to. Many actors like to stay inside during a 2 show day and just relax, especially if the weather is bad. The doorman will call up and let them know there are fans waiting, but they may not want to come out. Especially in cold weather, they have to be careful of their voices.
Also - actors are regular people and may need to rush out to meet up with people, make it to an appointment, or even just go home and walk/feed their dogs. If they don't want to stay and chat, don't take it personally. Life is complex and they may have other things they need/want to do that day.
"It's never too late to have a happy childhood. "
- Tom Robbins