I am also having problems with HBO Go. I actually have a list of issues with this channel. I've been in contact with Roku support, but they have indicated I need to get in contact with my cable provider because of a message I am getting. I don't know if Roku support is looking into this on their end as well.
1. The channel will not load at all -- a 'please wait' message is displayed.
2. If I can get the channel to load, the image previews for the content take a long time to load
3. If the channel loads and all the image previews load, then I have a problem with not being able to play a desired video. I've used the directional pad to make a selection and when I press the OK button, nothing happens.
4. I've briefly had the HBO channel working to the point where the selected video will play. The HBO intro video will play, and then it goes back to the loading screen to load the video in HD. It is at this point where after several minutes of trying to load the video, a message is displayed stating 'this video is currently unavailable, we are working to resolve the issue.' This is the reason why Roku has indicated I need to get in contact with my cable provider.
5. I've had to frequently re-activate the HBO channel
HBO has consistently been the only channel that does not work, and in fact has had issues since I got the Roku player. My WiFi download speed occasionally gets really slow because of the layout of my home, but it doesn't seem to be an issue for other channels.