A new rumor that the Apple TV could sport DVR features in the future appeared to be driven by newly surfaced patent applications from Apple.

Currently the Apple TV does not have a tuner to receive broadcast TV, but that could be easily added. On the other hand at some point it will be nice to actually be able to DVR videos streamed from the Internet.

Patent filings do not necessarily mean anything. Most large companies just file anything that comes to mind, to protect themselves for future patent law suits.
More details on Apple Insider.