I'm curious as to which providers are not "lame" -- i.e., do allow or provide the means of doing this.
That would be Dish Network, in which USB external drives are used as "secondary" storage (unlike Directv where the external replaces the internal). These USB drives can basically be used on any DVR on the same account. You can, for example, move (not copy) any recordings you want to save to a USB external drive, swap the DVR for a new one, plug in the USB drive, then move your recordings into the new DVR. Or you can take the drive to another DVR in another room and do the same thing. You can also play recordings directly from the external drive without moving them to a receiver. It is also quite possible to have multiple USB drives (used one at a time) if your library gets too large for one drive. Although this is not a "backup" since only one copy ever exists of any given recording, it beats the heck out of what Directv offers, which is nothing at all.