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One key component to an efficient walk-in cooler is its insulation. A standard walk-in cooler will have between 2 and 4 inches of Styrofoam insulation within its walls and a rubber sealing gasket around its door to help ensure that it is both airtight and well-insulated against the temperature of the air outside.
It is possible to have a cooling unit that does more cooling than it releases heat to the environment. The trick with indoor coolers is that the process by which they operate is not cyclic. These coolers are evaporative coolers and can also be used outside of a house to cool incoming air. They work by a similar principle as closed-loop cooler, but the fluid being used is water. The water needs to be resupplied as it evaporates.