DAP Review informs us about the Wistar PMP-710 digital audio player which features a whopping 7-inch LCD screen and a 20GB HDD to play movies.
I never heard of this company but it looks promising. But it's quite big so I guess it won't be very portable.
Here are the specifications:
Built-in Rechargeable Lithium Battery
Play time: 3 hours
Composite Video/Stereo Audio/Digital Audio output
Support MPEG1/2/4 formats, Mp3/WAV/WMA plus JPEG/BMP/GIF/TIFF
7-inch Panasonic TFT screen
3.5 inch Hitachi 20GB HDD (40GB optional)
Unfortunately there are no details regarding price nor availability.