Yes. As long as you can connect to the Internet either wired or wirelessly, you can enjoy your Roku player wherever you travel.  Here are a few tips to make it a painless and enjoyable experience.

• Is there Internet connection? Most hotels offer free Wi-Fi and it’s just a matter of plugging in your Roku and connecting to the wireless network. There are some however that require authentication beyond a password – like your room number and name, etc. To share an Internet connection, even with the authentication, you can use wireless travel router, which is just a smaller version of a typical home wireless router.  You will need to clone the MAC address from your computer to your router.  It sounds scary, but it’s typically a check box that you select in the router settings menu, which tells the router to use the same address as your computer. As every router is different, you should refer to the proper documentation.
• Broadband Internet is relatively common these days, but you should still determine in advance if there will be sufficient Internet bandwidth at the place you are staying. 
• Will the TV have available audio and video ports that are accessible?  Ask about this in advance if possible.

On that note, here is a quick checklist for what to bring:

• Your Roku player, power adapter and remote
• Audio and video cables (depending on your Roku player model – composite, component, HDMI)
• Optional Ethernet cable (depending on your Roku player model)