Legal Streaming of All Korra Episodes on Nick Website

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The first three episodes of Korra are available on Nickelodeon's website, and it seems that they'll be posting them every evening on the day of that they broadcast. These episodes are North American-only.

The Legend of Korra Videos: Episode 1 | Episode 2 | Episode 3

The first episode of Korra is also free at iTunes and Amazon, although they may also be region-locked.