It depends on the TV and your service provider. Most TVs will not simply record to a hard drive.
If you don't know about them, look up DVRs (Digital Video Recorders). These are boxes that go between the signal and the TV and record the signal. If you are hooked up to cable or satellite, the cable or satellite provider will be happy to charge you more money to replace your set-top box with one that has DVR function.
A very few TVs have DVRs built in. There are two reasons not to: First, you lose the sale of DVRs. Second, there are legal issues, at least in the United States, about putting out a recordable version of a protected hi-def image.