Sony talked about a suspend and resume feature that would allow players to suspend games and then resume them later for the PlayStation 4. Apparently Sony has not forgot about this feature and is turns out that it is a bit more difficult than first thought to deliver, but they are still working on it.
Like many of the other features that Sony has talked about and promised for the PlayStation 4, the suspend/resume is still in development, but it is coming at some point in the future. Right now it is still just another PlayStation 4 feature that is MIA.