Flowplayer is an open source flash player with many features and is available as a Joomla plugin. Unfortunately the Joomla plugins lacks playlist support, but it's no big deal to add it. Here is a little patch to add this missing feature: flowplayer_playlist.diff

To add several videos in a flowplayer video player, just separate each filename with a comma:

{flowplayer}/myVideos/video1.flv,/myVideos/video2.flv,/myVideos/video3.flv{/flowplayer}