No, not at all. You must remember that most all online providers would frown greatly on someone recording their content. It most likely would violate their license agreement with the content owners. Players like Roku or Amazon Fire TV might find themselves in legal trouble with the content owners. Mainly, Roku players have no ability to record anything. They don't have the storage space, and there's no way to attach storage to most players, even if it had the ability.
Roku TVs do have the ability to pause and playback OTA broadcasts, which requires a USB drive connected to the TV, but there's no way to access what is stored independently. And it doesn't act as a DVR to record something for later. If you removed the USB drive and tried to access the recording, it's not going to be in a supported format that can be played elsewhere.
There are a couple of computer programs that claim to be able to record things like Netflix or Prime Video. It's been so long I've forgotten the program names, but those would only work on a computer and you would access the provider via their web page.
Dan
Roku Community Streaming Expert
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