I don't have audio on any streaming service or show, BUT the audio works fine on commercials. I've tried it on Hulu, Netflix, CBS...no audio on programs. I don't have cable; I have streaming only. I can get audio on my ipad, just not on tv.
Try removing the channels from the Roku home screen by navigating to the channel tile, pressing the * key on your remote and choosing 'Remove channel'. Then restart your device from Settings>System>System restart. Once your player starts up again, add the channels back once more.