Thanks and I understand the reply, but I'm talking videos that show up in the Movies section of iTunes. These are largely ones' I've uploaded for myself vs from iTunes, although I have the same problem with those. For example, I downloaded iTunes U videos and, on the iPhone, they each show up vs being in a folder. In iTunes you can group them, but this doesn't seem possible on the iPhone.
My goal is somewhat like iPhone Mail, where you can create and then move email into folders to group similar items.