You can use the resume play feature on all dvd’s but it’ll only work on some Blu-ray Discs. You cannot use resume play on Blu-ray Discs that support BD-J (Blu-ray Disc Java).

When you want to stop the movie press circle and exit out then shut off the ps3, dont just shut off the ps3 while watching the movie and it should be fine I think. I know that blu rays were struggling to remember where they ended themselves at but other movies like normal dvds or videos you have on your hd always remember.
Do you have the most recent version of the firmware on the ps3. v2.70. I think anytime after firmware v2.21 it is suppose to have the playback feature. I.E. Connect it to internet and go to settings…system update and it will tell you what version you have and if it needs updated. If its already the latest version i believe when you press triangle during the movie and press the red square it should bookmark it i believe. I read that last part on a blu ray thread. I hope this helped you out i dont watch to many blu rays on my ps3.