I received my Roku Ultra today.
Setup was fine and had sound. I turned the unit on again later to watch programming when I went to bed, and my brand new unit (day 1) had the same trouble the original poster stated:sound was coming from the navigation menu, but no sound when I chose a program to watch. I tried several different apps.
Finally, I unplugged my day 1 Roku and plugged it back in and viola! Sound.
Not leaving me with a lot of confidence in a 1st day product.
Probably better to start a new thread than to hop onto a half-year old thread that applies to a different model...
Regardless, check/change the following audio-related settings:
1) Configure passthrough: Settings/Audio/Digital output format = Passthrough (do not leave it @ Auto - that will transcode all non-DTS audio to the highest detected Dolby level of the connected device, and can cause dropouts/latency/stuttering/static/bad channel mapping/etc).
2) Disable sound modes: During playback of any content press Options (*)/Sound Settings/Customize sound mode/Volume Leveling & Dialog Enhancement = Off (do not leave either of these enabled, as they disable multichannel output/cause static/buzzing/volume shifts/latency/etc)
Thanks for the tips...
Much appreciated!