For obvious reasons, you need an internet connection to watch All 4 live. However, if you’re watching on an Android or iOS device, you will be able to download episodes of some shows for offline viewing. This allows you to watch them while abroad, without the need for a VPN. Unfortunately, this functionality isn’t yet available on Windows or MacOS devices, though, and if your favorite show can’t be downloaded, there’s no way to watch it without connecting to the internet.