Roku devices have no provisions for receiving live over-the-air broadcasts of your local stations. (Roku TVs with Roku capability built in DO have antenna inputs for this purpose.) So any network programming received on a Roku device must be streamed via one of the streaming channel apps that carry local channels (YouTube TV, fubu, Hulu + Live TV, specific ISP cable service app, etc.). It is that channel app that determines which locality's stations you get. This may be something you can set in the channel app itself or on the channel's website.
Some channel apps determine your location by the IP number assigned to you by your internet provider. If your internet provider assigns or changes your IP number to one attached to one of its servers located in a different area, that could change the local stations you are provided.
You can use an IP info website like the ones listed below to see where the IP number assigned by your internet provider indicates you are located. If this doesn't represent your actual area, you can contact your internet provider and ask to be reassigned an IP in your area.
Some IP info websites:
A web search for IP Location can find many more.
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