The Alex Kidd demo will work on Red boards (using a 27C040 chip--512Kx8), on a Blue UberGROM board (using a 49F040 or a 29F040 chip--they are both 512Kx8 chips), or on a Yellow board (using a 27C4100 or a 27C400--note that both of these are 40-pin chips, and a lot of programmers won't program them as they are 16-bit chips that can downshift to 8-bits).
One note on EPROMs: an EPROM tells you how many BITS it can hold--but your computer uses BYTES. Because of this, the overall capacity of the chip needs to be divided by 8 to figure out how much capacity it has in system. Some sellers do that math for you already (i.e., 64Kx8 is a 27C512 chip)--but always look for the x8 value when checking chip compatibility for the program you are burning.