You could find a streaming service that carries the local channels. I find https://suppose.tv to be useful for that. Enter your location in the top left, under Local pick the stations you want, then in the top right, pick Roku as a device. It will show you the services that carry those local stations.
Alternately, put up an antenna, if you're in range. You could then add the antenna to stream on your Roku by using Tablo TV or Air TV.
Additional resources you might find helpful:
Roku Community Streaming Expert
Note: I am not a Roku employee.
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