The issue is that most BD's use a BD Java overlay to add an extra level of encryption. You can usually tell as these disks take longer to start and sometimes have various loading animation.
There seems to be several levels of bookmarking:
Player built-in: Standard disks without extra encryption and DVD's. You can tell these as they start up fast, and will keep their place (as long as you don't eject the disk.)
Auto-save and ask at start: BD Java will remember where you stop, and asks whether to continue when you restart the disk.
Auto-save and ask at play: BD Java remembers where you stop, but only asks when you hit Play from the menu (Disney seems to do this so the kids see the promo's over and over.)
Manual save: Usually set by hitting the GREEN button. You should get a 'bookmark saved' message. Getting TO the bookmark can be a mess. Some disks have them in the chapters menu. Universal's U-can't-figure-out-how-to-Control-it seems to require you to start play, then hit the up and down arrow keys a few times to get a bar to pop up, then you highlight teen-tiny little green arrows using left-right.
Some disks have both manual and one of the auto's.
Some disks have NO bookmarking at all. I'm currently watching "Doctor Who: Season 6:, and it's very annoying. "True Blood" is another. "Limitless" not only had no bookmarking, it had about 10 minutes of unskippable trailers you are forced to watch, too.
I'm not certain if the BD auto-save require extra storage (additional USB drive on some players), or if it works with whatever built-in memory basic players have.