player window closes when fullscreen video playback finishes
The only similar bug I could find was #1212 (closed) but that one has been closed. However, with the latest nightly as well as another nightly from a few days ago I've seen the same behaviour for the player window as the one reported in the other bug for the browser window: if a video ends during fullscreen mode, the player window disappears completely. Immediately after that, no other Windows application is focused, and pressing Alt+F4 still "reaches" VLC and causes the process to end. But after focusing any other window, there is no VLC window to focus back to (using Alt+TAB for example) so the Task Manager or Process Explorer must be used to kill the VLC process.
I probably don't have to say that when a fullscreen video ends in VLC 0.86c, fullscreen mode is stopped and the VLC GUI appears without a video area.
(I hope I've set the Component field correctly. This is a bit hard for users to decide, and another problem is that preview doesn't complain about the field being mandatory, only submitting shows the problem.)