VPN availability for most or all Roku devices

I will say, this isn't me giving free promotion to Roku, but I think Roku is at the top of the streaming devices.  And I have used other streaming devices and noticed they actually have an advantage over Roku: VPN capabilities.  I have NordVPN and wanted to know how to get it to work directly on my Roku Premiere, I have noticed you can set it up on your home router but what about when I'm travelling?  I find it frustrating to find a movie or tv show I want to watch that's not available here in the US but is streaming in another country on either a free streaming service or a paid streaming service I subscribe to.  If anyone knows if there's a way to get NordVPN or any other VPN to work with Roku devices or possibly contact VPN manufacturers and/or Roku to start supporting this option.  It would be nice to have a VPN feature instead of having to switch intermittently between Roku and their competing streaming devices.