The Roku-made 4k TVs have Ethernet. They don't have a very long track record, so don't take this as a recommendation. As for the other manufacturers, you'd probably have to research each one separately especially since model availability seems to change constantly and a model from last year may have different features than this year's. My TCL 50S435 from a couple of years ago has an Ethernet port.
https://www.roku.com/products/roku-tv
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