Hey, good question. I only recently figured this out myself.
Located @ the bottom portion of the video thumbnail frames, you'll find there are 5 symbols. Click on the second-from-the-right one, and that should instantly bookmark the vid for ya.

It's there, but it's hard to see when it's been clicked.

Maybe it should be mirrored when it is bookmarked or something? Campioni! Get in here!

whoa hey, how did I miss that?? Thanks guys!

Those toolbar icons (below the thumbnail) will most likely all be swapped out for a different set. I guess since the difference between the bookmarked and non-bookmarked icon is too subtle to make out (especially on the light style), they'll be replaced with a more diverse pair.

Thanks for the post. That's good to know.