If you have a Roku player with a USB port, like the XDS above, you've been able to play media directly from USB storage for some time now using third-party channels. For whatever reason it's taken Roku this long to get an official USB playback channel on there, allowed in the latest firmware (2.9 build 1529) and finally available for download in the Channel Store. We're told that MKV playback has also been added, which might make watching those downloaded Top Gear episodes a little easier.
[Thanks to everyone who sent this in]