As long as the video is in a format that the Roku can play, resuming shouldn't be a problem. It would probably help if you shared the code that you're using to try to accomplish the resume, as that's most likely where the issue is.
My Channels: http://roku.permanence.com - Twitter: @TheEndlessDev
Instant Watch Browser (NetflixIWB), Aquarium Screensaver (AQUARIUM), Clever Clocks Screensaver (CLEVERCLOCKS), iTunes Podcasts (ITPC), My Channels (MYCHANNELS)