EPROMs are old-school data storage chips with a little window that exposes the silicon inside. Once these chips are programmed, they can only be erased by shining ultraviolet light through the window.
The EPROM help page is a guide to identifying and working with these devices. It also covers more modern programmable memory like EEPROM, flash, NVRAM, and PROM.
Image: Poil (CC-BY-SA)