There are a number of Roku channels covering sports and sport related activities. Probably the most mainstream/well known among those are MLB.TV, NHL GameCenter, MLS and UFC. In the past, Roku has also featured NBA Game Time. However, I assume it is not currently referenced on their website because the upcoming season is somewhat in doubt. Unfortunately, the NFL does not currently have a presence on Roku players. Your best bet is to check the Roku site -- http://www.roku.com/roku-channel-store#3
[Sports] -- to see what sport related channels are available, and then visit the site for specific channels you may have an interest in to see exactly what they offer, pricing, etc.
Stations like ESPN, The History Channel and TCM are not available via Roku players. However, there are a number of choices that might address your sports need as touched on previously, and there are a number of choices (e.g. Cowboy Classics, Movie Vault, Moonlight Movies and Pub-D-Hub) that might meet your classic movie needs. Again, check the Roku site -- http://www.roku.com/roku-channel-store#2
[Movies & TV] -- for the available channels and then check the web sites of channels that might interest you to get more information regarding content that is available, pricing, etc.