The issue posted by Nards Barley back in 2013 must be an old issue because I had someone bring me a Roku 3 from the US last year (2015) and I was able to install Netflix without any problems and without using a DNS proxy or a VPN service. It works well for TV series and movies that are available both in English and Spanish. There are some movies that are only in Spanish though. Incidentally, the Netflix service was purchased for Canada.
Without a proxy or VPN you are getting the Latin America (Mexico) catalog of Netflix on your Roku. A quick way to prove that is to search for the show Damages. If you don't have it, you are in the Latin America catalog. Of course, since most of the content in that catalog is produced in the U.S., there is usually an English audio track. While I only watch Netflix from the Latin America catalog, many people have told me there are many TV shows that are only available in the U.S. catalog, probably because it takes time to develop a Spanish audio track and/or subtitles.