Continuous Play? Is it possible?

Can only seem to find one reference(a reply to a FC blog post) to playing files one after the other without user input, such as with a series of shows or a two-file movie.

Possible with anything? Plex, Media Player, XBMC(rather not, having a pain grasping how to add my media), or Boxee?

I’m starting to think it’s not possible after many searches, but thought I’d ask in case I’m just missing it. If not, it seems like a huge oversight.