Most good channels keep track of what you've watched and how much of a video has been watched so that you can resume later.
Is that something that can be persisted on the Roku device? Or does something that Roku offers thru an API using the Roku user account? Or are we just on our own to either ignore that functionality or create our own facility for that kind of thing.
I wouldn't say there's something in the API to handle this kind of thing. You can either store the information in the registry or keep track of it on your own server. The registry is probably the easier method, but then it's only persistent on the one specific device. Channels such as Netflix store the information on their own server so that a user can resume on any supported device. This method requires some kind of account that a user logs into on every device he uses.
Roku (currently) does not provide cloud storage of any kind. If your channel has concept of accounts (i.e. user login etc), you likely want progress sync'd between devices, so i'd recommend storing that on your servers. Otherwise, per-device information can be stored using roRegistrySection.