This would be a very useful feature (for me at least!) when working to Video, especially when using multiple video files, either across projects or within the same project.
Have a toggleable bit of text on the video window that says the name of the video file. Or even have the ‘Video Player’ title bar on the video window say the name of the video file rather than ‘Video Player’.
If anyone thinks this could be useful for them, please show your support! A “+1” reply is a good as any 
I’d imagine Nuendo users might like this too, but I can’t post there as I haven’t set up a MySteinberg account for my copy yet!