Or to be more specific, "where's the locking mechanism that will hold the HDMI cable in the socket?" There isn't any. The HDMI cable holds its position by friction, which provides oodles of problems. First, gravity can pull the cable out. Second, the cable can pull itself out from being bent to fit from one device to the other (especially when it's a short cable). And third, the socket can be damaged when the HDMI cable gets pulled out when someone inadvertently pulls on the device.
The solution is twofold - first avoid any strain on the HDMI cable. If that means getting a longer HDMI cable, do so. If it means moving a device like a Blu-ray player closer to the HDTV, do that.

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The other solution is to use an HDMI adapter to ease the strain completely. A right angled HDMI adapter will fit into a device like a Blu-ray player and then allow the HDMI cable to easily attach without any strain at all. No gravity problems, no bending problems. No problem.
Or go back in time, sort of . . . there's a company that makes their HDMI cable with a locking mechanism. See, sometimes the best solution is no solution (i.e., we don't need no stinkin' locking mechanism- yes, we do!).

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