As I waited for the Echo Dot that I ordered "for my wife" for Christmas, I researched custom code, came to the conclusion that expecting Alexa to go to the cloud for a simple "pause my TV" command was really stupid, so I coded around it, because I am a programmer and that is what we do.
I learned in my research that the Echo can talk to several different kinds of "smart" things without going to the cloud. The "Phillips Hue" being one of them... so that was my back door.
Like 10 minutes of googling told me that there is an open-source implementation of the phillips hue protocol: https://github.com/bwssytems/h...
it didn't work for me right out of the box, but I fiddled with it for a few minutes then it was fine.
From there I wrote in a few minutes a rest endpoint that could take commands from the Hue bridge, and run (locally on my computer) the code of my choice.
All told about an hour after my device arrived at my house, it can control the Roku boxes attached to both of my TVs, and it can run specific movies off of my media server with no round-trip to "the cloud" needed
it is a simple use-case, and required a little bit of "non-amazon" thinking, but it was really easy. Any self-respecting developer could do it.