I'm not sure if you guys are talking about OTA locals, or locals from the D* satellites. When I got my HR20 last week, it took about 8 hours for the D* locals to show up in the channel guide. Until then, it would say "Channel not available" if I tried to enter a local channel number on the remote. The installer said it would take a "couple of hours", so he was a bit off.
Of course the OTA locals won't show up until they activate them sometime later this year.