According to this: https://developer.apple.com/library/prerelease/tvos/documentation/General/Conceptual/AppleTV_PG/
There is no persistent local storage for apps on the Apple TV.
This seems somewhat odd. What if I have an app with different settings customized to the user? Do they lose all those settings? Or is there a special case for something like NSUserDefaults?
NSUserDefaults is allowed, and supports up to 500KB of data.
You can also store content locally using the application temp and cache directories, but note that this data will be purged.
Beyond the above 500 KB limit, you will need to utilize either CloudKit or some other off device means of data storage. This could include your own web services implementation, for example.