Yes. There is a legit plex app on fire stick and roku. It comes with free live TV and on Demand content, but you can also run your own server on your network with your own downloaded content. If you have an IPTV service you can stream that through plex as well.

Note that Jellyfin is a similar app/server that works the same way and is totally free. Plex is also free, but there are additional features behind the pay wall like GPU decoding, PVR service for IPTV, and others.