There are some Roku TVs that have successfully used a USB Ethernet adapter, but I can't say what TV and what adapter worked. You might do a search of the Community here and see if you can find an older post. They aren't officially supported, but they have worked.
For Roku players (not a TV version), no Ethernet adapter is available. The Ultra has an Ethernet jack if you must have a wired connection, but you can't add one to devices without them.
Dan
Roku Stick (3600), Ultra (4640), Ultra (4670), Ultra (4800), Premiere (3920), Insignia 720p Roku TV, Sharp 4K Roku TV, Nvidia Shield, Windows 10 Pro x64 running Serviio and Plex on a wired Gigabit network.
