I've recently added directory thumbnails support for Thunar file manager.
You select a file to be shown on its directory icon and ... that's it. Any file that has thumbnail will do. Like images, video, PDF documents and more.
Implementation: Whenever Thunar looks up icon for directory, it checks if image file "directory/.DirThumb" exists. If so, Thunar composes content of .DirThumb over direcory icon from current icon theme.
Installation: Patch to thunar 1.0.1, at xfce issue tracker #5945
