Depends on the NDA and the project.Wait, I thought the first rule of NDA was "don't talk about NDA" ? Someone's gonna sue you for leaking the word "alpha" and the game's name in the same sentence !
Some stuff they definitely don't want you to even mention the existence of a project or your involvement, others (usually stuff closer to release) you can mention your involvement, but no details.
Also enforcement varies. NDAs for game betas are a checkbox that carries the same weight as the EULA you never read (ie. depends on the jurisdiction but usually not all that enforceable), and the most they do is give you a stern warning if you talk. Other stuff they send you an actual contract and get very angry if you spill the beans (for example, when I was under NDA with Petroglyph Games, they sent me a several pages contract I had to initial, sign and date)