I made a video on this very thing because I have new Roku's.
https://www.youtube.com/watch?v=ltxawcWYSTU
You'll need a few things, HDMI to Composite, and if required, an RF modulator. BUT, new Roku's don't support 480i or even a 4:3 output, so I had to improvise and adjust the vertical size to make it 16:9.
But as user181, that can also be fixed with a proper scan converter. I don't watch much 4:3 content anymore, so it wasn't a concern for me. This at least keeps all 480 lines usable, whereas letterboxing would lose some resolution, so it depends what you'd want. Crop and center to 4:3, or keep the aspect ratio and maximize resolution that you can get.