an option such as :

$ thunar --show-file /path/to/file

should be available.

Then, from other applications, we could call this to show the location of a file.
A new window of thunar would open, would open to the folder of the file (/path/to) and would select the given file.

Mac OS X has this and this is interesting for example in the case application downloads file, to locate easily the result file.