I have several Roku express devices. When I start the roku with the remote it also turns on one of the tvs. This does not work on the others. How can I set each device to turn on the tv associated with it?
Probably just have to enable 1-touch play if I understand your question.
Settings...System...Control other Devices...Enable 1-touch Play
If you mean pressing Power on Roku remote is only powering the Roku and not turning on your TV, then you have to program your remote to the TV. (ie each individual remote setup to the individual tv).
Settings...Remotes & Devices...Setup Remote for TV control (Easy to follow Instructions)
https://support.roku.com/article/115013019828
Should also check to make sure your HDMI "CEC" is enabled in your TV Menu Settings (not Roku). Normally under the HDMI settings, depending on brand may be called different things. If you have trouble finding it, post back with TV brand/model and someone will tell you the CEC branding.