Some podcasts won't play from episode to episode without stopping.

This is sort of hard to explain but some of my podcasts with play from episode to episode without stopping and some (most) just stop after an episode, even when there is another episode of the same podcast available.I really would like them to play continuously and I'm fairly certain there is some sort of setting somewhere that I can change but I can't seem to figure it out. Hopefully someone knows what I am trying to say. Thank you in advance!