On doors with glass I use ribbon to hang the wreath, attaching it from the top of the door with flat head thumb tacks.

Martha's explanation:

Door or Molding

"To avoid
creating unsightly holes in walls or woodwork, suspend wreath from the
top of a door or molding with either a length of sturdy ribbon or
monofilament (the monofilament's packaging should list how much weight
it will support).

To hang, cut a piece of ribbon (at least 3
inches wide) or monofilament long enough so that, when the ribbon or
monofilament is doubled, the wreath will hang at the desired height.
Loop the ribbon or monofilament around the back of the wreath form (or
pin it, in the case of Styrofoam or straw forms).

If using
ribbon, fold the edges over 1/2 inch, and secure to the top of the door
or molding with a few flat, heavy-duty thumbtacks (available at hardware
stores). If using monofilament, knot the ends of the doubled-up string
and use a tack to secure the string to the top of the door or the
molding. To hang particularly heavy wreaths with ribbon, first hang with
monofilament to support the bulk of the weight, and then attach the
ribbon as a decorative detail."