Can you play movie and TV show marathons on an Apple TV using video playlists?

I want to be able to play a group of movies in a particular sequence or to play an entire season of a TV show on my Apple TV without needing to manually start each episode or movie. I've read on Apple support forums that one can play multiple titles if one unchecks skip when shuffling on each movie or episode, but this is pretty useless as I don't want to watch a TV season in random order nor to, for example, watch all of the Indiana Jones movies in random order. I just want to start the first title playing and then have everything play straight through, pausing only when I tell it to and restarting at the point where i left off just as when playing a single title. If this is possible, I would like to know if I need to do anything specific in settings to get this to work.

Thanks,

chris