I was on TWC and now it's Spectrum and bill's the same.

But onto your topic. Get on your PC and see if you can get what you want on your PC first. If you can't find it on your PC, it's too likely you won't get it on a ROKU. But there is some movement in this area so in just a few months this answer is void.

Look at Sling which seems to be doing local channels. Sling is on the Roku so there is hope.

I'll share I moved in 2010 and due to both ATT and TWC gaffes I ended up without cable TV. But as Bob Ross said, : 'We don't make mistakes, just happy little accidents.', It's now 7 years later without cable TV. I'm not going back and if I take the 89 dollar a month charge that TWC wanted at the time over 7 years, that's a lot of savings. More than paid for my experiments with Roku's, Amazon Fire's and an old laptop connected to the TV.