Well, there's not one Video Player I know currently which display previews of each videos on screen.
However, I do know of one that matches S3 Video Player's Pop Up Play feature along with many other interesting features;
Refer to 'Super Video, Floating & Popup' in the Play Store
Recently I publish a Video Gallery that create live thumbnails for each video on your device and shows a preview before open the video.
This gallery looks like the Galaxy S III video gallery, but is in the first step. I'm planning to add other features, but today only shows the live thumbnails and open the full video.
Google Play application name is: Live Video Gallery