Not aware of any VOD services that would allow that. Most (for obvious reasons) may only allow (DRM protected) download to a tablet or phone for offline viewing through the app.
I suppose the idea is that TVs (that tend to be static and not move around a lot) that have the internet connectivity to download can just as simply stream on demand so no real need to save). The TV will most likely have the ability though to record live TV.
What services were you specifically thinking of? May be worth looking at the T&C of any you are considering for individual specific answers.