Even if the shows are kn DVD, you should be able to do this. The reason it is illegal to make copies of DVDs is because you have to circumvent the encryption to do so, not just because you are making a personal copy. There shouldn't be anything wrong with making your own DVD copies of TV shows to watch later.
In 1984, the U.S. Supreme Court ruled almost exactly on this issue. Sony Corp. of America v. Universal City Studios, Inc., 464 U.S. 417 (1984)--sometimes called the "Betamax case." In their decision, the Supreme Court of the United States ruled that the making of individual copies of complete television shows for purposes of time-shifting does not constitute copyright infringement, but is fair use. The emphasis of the court and courts following this ruling was and has always been on "private, noncommercial time-shifting in the home."