I've found that when I've encountered wifi problems with my Rokus I've normally been able to solve them by restarting the router. After the router comes back up, restart the Roku (Settings > System > System restart) to start with a clean slate and try to reconnect.
This makes no sense to me and I don't understand why it would work, especially since other wifi devices in the house connect without issue, but it has worked for me on several occasions.
Exactly @makaiguy it doesn't make since. I've restarted both the Router and the Roku device and still nothing and I have other devices on the same wifi that are up and running and they are far away from the router.
There are many threads on this and the one common denominator seems to be having 802.11b mode enabled on your router, especially if you're using OpenWRT or DD-WRT.
We've got 3 Roku devices and the oldest one, a 3900x Roku Express module has the same problem with the 9.4 update.
The other 2 are newer versions, both are 3930x Roku Express and both appear to be working correctly right now.
The older one worked yesterday afternoon, but can't see any networks later in the evening. My phone finds 6-7 networks. The one suggested hack was to try either WEP encryption or to open up the network don't work for me. Unfortunately, my Netgear wifi router doesn't support WEP and opening up the network didn't work.