Audio Player that lets a user save their spot and come back later

Hello,

I have been searching for a very particular audio plugin. I have a bunch of 30-45 minute speeches and interviews in mp3 files that stream from my site.

I had a user ask me, is there any way I can set up the site so they can start listening to a speech and be able to pick up where they left off if they want to leave and come back?

Does kind of plugin already exist? Is there a plugin that can set a cookie to store the playback position in the file?

Thanks!