Can I record a TV program on my Roku device? If so, how do I do it?
The Roku itself does not do any form of recordings. It's up to the installed app to offer some form of recording. That is typically only with cable-alternative services like Sling, YouTube TV, etc...
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I have dish network. Can I record shows with my Roku TV?
If Dish Network has a Roku app, then recording would be "in the cloud" on their servers.