I was very annoyed by the fact that VLC did not keep the playlist when restarted and I was always forced to load the playlist myself. In my case the playlist is in a url (it is supplied by my broadband and TV provider) but it could also be a file.

It turns out that the solution  is very simple:

  1. Open VLC
  2. Go to Settings/Preferences.
  3. Select Playlist
  4. Enter your default playlist in the Default stream field.

Basically you can build your playlist, save it (open the playlist with CTRL+P and then Manage/Save playlist) and then put the full path to the saved playlist in the Default stream field as explained in the steps above.