Flowplayer is free to download and available at flowplayer.org
it also have all these examples i.e.
1) Auto Playlist, 2)Playlist with captions on clips and 3)HTML Control bar
but here i have integrated all of the above three in one file/ one player
you can find the demo at http://demo.avidindiainc.com/flowplayer/
and you can download the files at http://demo.avidindiainc.com/flowplayer/flowplayer-download.zip