Roku devices have no tuners or antenna inputs so they can't receive live over-the-air broadcasts. (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 over the internet 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.
Some channel apps determine your location by the IP (Internet Protocol) 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 your apparent location and thus 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:
https://www.iplocation.net/
https://www.iplocation.com/
https://tools.keycdn.com/geo
https://www.ipfingerprints.com/
A web search for "IP Location" can find many more.
I'd suggest checking on several of these as it seems to be an inexact science. They may not all give the same results and you don't know what service your channel app uses to check IP location..
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