Photoshop can do it for images. I don't know if it can also do it for video.
or what is otherwise known as a video Contact Sheets
A term I have never ever heard before ....but what ever.
How about screen grabbing from anything that shows your thumb nail images
You might want to explore a program, like ThumbsPlus (Cerious Software), which is a cataloging program, and handles a lot of Video formats. Not sure how its Contact Sheet function works for Video, but in a worst-case, you could populate the screen, and then do screen-caps.
Adobe Bridge might also be able to help out here.
I'm assuming you're looking for a scene-by-scene type of contact sheet of a single video file - not so much thumbnails of a folder's pictures/videos in the traditional sense. For me, the most convenient way of getting this done is to use the thumbnail feature of Media Classic Player. (See link below)