I don't care if its to play all the featurettes at once, all the episodes, all the deleted scenes, all the trailers ect
jay and silent bob strike back
all friends seasons
all south park seasons
simpsons season 3

Lord of the Rings: Fellowship of the Ring (Extended) discs 3 and 4.
Monty Python's Flying Circus

SNL: Best of Eddie Murphy
Family Guy: Volume 1
King of the Hill: Season 1
too many more... can't remember all of them

I believe Walt Disney Treasures: MMILC and Silly Symphonies both have a play all feature.

Trigun
Cowboy Bebop

Atlantis: Collector's Edition (the two disc set) has a two-hour featurette that seamlessly branches all the extras together. Neat!

The Office has a play all feature. I wish more TV series disks had that.