Barn

Don't close the barn door after the horse runs away.

~ American Proverb

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I think this proverb is about preparation and forethought.  You want to secure things before they are gone or taken or stolen or they run away.  You want to protect them.  Once they are gone, it doesn't do any good to lock them up.

Of course, it could mean that you want to keep the barn open in case the horse comes back home again.  If s/he can't get in the barn, then s/he might run off forever.

But, seriously, I think you're deceiving yourself if you think that horse is coming home again.  It's not.  That horse is going to Broadway to try and star in a horseplay.

Equus.