Of course laws are different in each country, but I have a Panasonic device with two digital receivers that lets me record to hard drive, on air data streams in SD or HD. It has a built in DVD burner so you can archive these files. So in Australia, that must be legal.
DVR’s with receivers are capturing the mpeg2 data stream that is broadcast. I don’t know exactly the stream specs for SD or HD and they would likely vary from country to country anyway, but if you can get that data stream off the hard drive, it may just be a matter of extracting the mpeg2 data and writing to DVD or BD.