How about adding a feature that remembers the last position of each video so when you go back to that video in the playlist, it restarts from this position.
There was a similar request but maybe not the same as saving per file/DVD. I'd say that sounds pretty good but it's probably not so easy to implement.
While your at it, make the playlist more automatically persistent - like winamp does - but make different instances be able to have their own persistent playlists.
I've never used Winamp (VideoLAN has been doing a pretty good job with keeping me with their media player
); could you explain in more detail what "automatically persistent" is?