PS3 for sure has it except with movies with either BD-Live and/or BD-Java but thats to be expected because those have a bookmark feature where you manually bookmark the spot you want to stop at which applies to all Blu-ray players with those certain movies. But anyways I know for a fact the PS3 has what you are looking for but not sure about stand-alones but its possible if the PS3 has it. It's done automatically where you just hit stop or
and then turn it off and go back to where you left off on the movies without the bookmark feature.