You can play all recorded episodes of a series one right after the other (auto-play) and only have to press Play once. For example, you can watch all of your recorded episodes of Phineas and Ferb in order without interruptions and without the need to go back to the list of episodes to select the next one.
In fact, if you have already watched any of the episodes of the show you select for auto-play, a message prompts you to play all episodes or only the episodes you have not yet watched. If none of the episodes have been watched, it plays them all without asking.
To watch all episodes of a recorded series:
Press on the remote control, and select DVR from the menu.
On the DVR menu at the bottom of the screen, select Current.
Highlight a show with multiple recordings, but do not press ok.
Press on the remote control.
If some of the episodes have been watched and some have not, a message prompts you to watch the episodes not watched yet or all episodes.
The episodes play in order by season and episode number. You do not need to press again for continuous playing.