Yes, you can use a Roku without internet – but there's a catch

With a little preparation, any Roku device can continue to act as a family media center, even if your home internet connection disappears completely.
XDA Developers on MSN

Jellyfin's latest Roku app update aims to convince Plex users to switch

If you're a Roku user that runs their home media server with Jellyfin, you're going to like this update.