Methods and apparatus for supporting video on demand requests in a system supporting hierarchical content stores, e.g., program caches, is described. Requested content is requested by a local streaming device from a remote cache when it is not available in a local cache. Content, e.g., I, P and B frames, supplied by the remote cache is tracked and content delivery is initiated prior to receipt of the full program from the remote content store. Trick play content is requested as needed from the remote content store to respond to trick play commands. Frames which are received as part of the trick play content stream are tracked and not included in normal play data subsequently obtained from the remote cache. The storage of the trick play data along with subsequent normal play data results in a full set of the program content being received and stored in a local cache for streaming in response to a VOD request.