Yes, I used to record from Sky which was received on a Pace decoder, onto a Panasonic DVR. You can either connect the decoder directly to the DVR, with another feed to the TV, or the decorder to the TV and then out of the TV to the DVR, depending on your connections.
I have now replaced the old Sky box with a Sky+ HD which a built in hard disk, and whilst recording onto that is easy, I have yet to work out how to record onto the DVR, which I sometimes want to do.