I had to check this out. I know my PS3 remembers the stop point on my DVDs and as i only have 2 Blu-rays (Heat and Hostel 2), results are, yep, it forgets.
Mind you this feature has bugged me in the past, as when i put a film in the player it starts half way through the filum. Then i have to re-educate myself on how to get to the root menu yet again.