If you wish to save bookmarks for DVDs or local files this is how it can be done.
Set up the Bookmark list and then save the playlist. If you want a set of bookmarks which apply to a single DVD, save a playlist with only one item on it. Open the playlist dialog with menu item View-Playlist. The playlist window has a Manage menu item that allows opening and saving playlists.
Opening a saved playlist will also load an associated bookmark list.
I have found this very convenient for bookmarking technique locations in an instructional DVD that was obviously just copied from video tape by the vendor and has no menu on it. With bookmarks I can go straight to the technique I'm interested in studying.