Mjolnir was inside a sealed room made out of "Adamantium plating over Vibranium core", and heavily protected by Magics (which Malekith bypassed by being a better sorceror).

Mjolnir made dents on the inside of the door trying to reach Thor, while Thor was outside, her powers waning and on the verge of turning back to herself, when she grabbed the door with her bare hands, crumpling the adamantium, and pulling the metal apart on each side of her. Mjolnir from the other side hit the door, and the combined effort broke the Adamantium/vibranium door from the inside out with an opening wide enough for the hammer to pass. then, she broke the whole door down inside wit the hammer in her hand.