Your Bookmarks found in My Shows is a great place to store episodes you'd like to return to later. To add an episode to your bookmarks, simply tap the bookmark button (below) when viewing the episode list of a show or the episode's details page.
When the episode is bookmarked, the button will turn blue:
If you play an episode from within your Bookmarks, episodes will continue to play until the end of the list is reached. You can rearrange these episodes by long-pressing on any of the episode cards and dragging to move them.
You can also set Luminary to auto-download your Bookmarks. Click here for more information.