Well, chances are if it's not internet connected, it doesn't. If it can show a time. It will be wrong. Since the time isn't really important for the player until you connect it to the internet, it doesn't matter.
In the past, VCRs could auto set themselves via a signal sent from a local PBS station, but that was abandoned years ago. They even interviewed some station managers and they weren't aware of those boxes anymore (because some complained the auto set time was wrong).
Cable boxes will get their time from the digital signal like they get the other stuff like guide data.
Some devices may get their time signals from WWV - usually the 60kHz broadcast (the "atomic clock" clocks use this to set their time internally). But generally this is limited to clocks and watches.