Hm, it always remember my progress in a movie, provided I haven't done too much in between viewings. Though I generally finish any movies I'm viewing in one run, so I haven't tested this out in awhile.
My main complaint is Warner. Those guys always put out the best Blu-rays, and they rigged it so that their releases contained no previews at all, and instead of going to a menu after putting the disc in, it simply went straight to the film. That's how it was on 300, Batman Begins, the Dark Knight, and all my other Warner films. Press the disc icon on the XMB, and bam, the movie was playing.
Then I got I Am Legend two months ago (at least I think this was the one), and I had to forward through like five fucking previews. And after all that, I got to a menu, and from there I had to hit play.
Why Warner? Why!?! I thought I knew you!
;_;