It fits in this 3D printed case from Thingiverse (you can order it here in my Shapeways shop), or in one of the nice new injection molded cartridge shells from Sean Kelly, see his webpage, looks like this:
The EPROM is a standard 32 kB type, you can get it for cheap here at Digikey. The capacitor is just any 100 nF ceramic capacitor.
For programming the EPROM I used a TL866 universal programmer. This is a really useful device, you read and view a review about it here at EEVblog.
I tested it with different programs, for example with the original Vectrex game Spike (the copyright owner of the Vectrex games allows to use any original game ROM for non-commercial purposes), for which I added an audio jack to my Vectrex for perfect sound:
And of course, my port of the Bloxorz game:
This is the circuit diagram:
The full Eagle project with schematic and board is in the files section.
PS: the non-buzz European Vetrex version doesn't have the NCART signal, you can instead wire the CE signal.