It is illegal in all 50 states to have a indash video player that plays while driving.So check local laws carefully. Mitsubishi , Cadilac, Lexus, Bmw and Mercedes have it.
No vehicles have factory in dash video players. Many have video screens for use with on board GPS, vehicle controls, and information, but in dash video players are aftermarket only.
It's impossible to list every car that has this feature. You need do some research yourself. If a car has a navigation system chances are it can play dvd's.
Lexus and Mercedez have started putting in dash video players in thier cars. They don't work when you drive though. You can do it now in even your own car by going to your local electronics store and buying an in dash video player.