No, sorry that's not possible. It is an interesting idea. I kind of decided long ago that transcoding, as Plex does at times, isn't something I'm interested in, but being able to easily serve up material that's already in a Roku friendly format might be nice (similar to how you can add an MP3 stream). I usually just create my own channel for things I find on the Internet (like my TPC and NHK channels). Nowhereman covers a lot of these kind of things in his NowhereTV channel.
I often go through HTML pages to extract the MP4 or HLS links and then put them in a quick and dirty channel I've created so that I can watch them on my TV. For example, PBS has lots of videos on its site that are already in a Roku friendly format and with a little work you can get the link to the MP4 file or HLS playlist. I haven't looked at the History Channel's site, but keep in mind that anything using flash won't work unless the flash player is just playing an MP4 file (which isn't uncommon) and you can find the link to that MP4 file.
My MyMedia server runs on a Seagate Dockstar (Pogoplug clone) which isn't very powerful, however it should be plenty powerful to run a Python "plugin" that parses a webpage to extract the video links. I've become quite accomplished in parsing HTML using Brightscript (Roku's language), but I haven't really tried it in Python. It should be easier, but my Python programming skills are rudimentary at best.
You don't say whether you might be up to tackling something like this. I'd have to think about whether or not I'd like to get into it myself. I'm working on a couple of things for my own use that involve parsing webpages, so this would be a good time to try something like this, but I'm pretty close to finishing them in Brightscript, so I'm not sure I want to put the effort into a plugin.
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