I would also like to request this feature, and there have been many others who have requested this previously.
It'd be great to have an option in the settings to play the next file in folder sequentially by filename.
Others have said that this feature isn't necessary, because it's simple to just add a whole directory or open the folder.
I guess it's easy if you're using a standard desk interface, but I use VLC in my media machine, using a remote to open files. When the video ends I have to navigate to the next file with my remote all over again. It would be ideal if the next would simply play in sequence.
StreamToMe on my ipad automatically plays the next video in the folder by filename, which is great.
Anyway, VLC is a brilliant player, I would just like to humbly add my voice to the chorus to have this feature and make it the perfect player for all occasions.
PS. extensions like "Add Similar" or "Add Similar with Sort" don't really address this feature.
PPS. below are the previous requests I found with some quick googlage.
http://trac.videolan.org/vlc/ticket/2024
viewtopic.php?f=2&t=99872
viewtopic.php?f=7&t=95873
viewtopic.php?f=7&t=83529