"Helen came in the room" is ambiguous and could have a rather vulgar meaning. You'll hear it but, to be safe, stick to "into" with "come/came".
However, "He's gone in the house" and "He's gone into the house" are both fine and you'll hear both. There is an outside chance that if someone was talking about a dog with a weak bladder, they might say "He's gone in the house" to mean "He has urinated/defecated somewhere in the house" but the context would make it clear if that were the meaning.
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