Yay and good for you. EWR and LGA/JFK are not co-terminals on Continental Airlines.

Hence why I suggested that the OP call CO and see what they can do. I certainly don't recommend the OP go to EWR and say "get me to ANC - though I was booked from LGA". The agents there can technically say: 1) no; 2) here's your new ticket price and how would you like to pay for that?; 3) here are your boarding passes.

Since #3 is the least likely by the book, it's not recommended.

Oh, and I've also successfully done stand-by to LGA/JFK when I was booked to EWR with no problems --- but that's while I'm already at the airport (IAH) where CO can accommodate me on just about any flight to NYC. It's quite different if I were to show up at Austin and say "get me to EWR". Just like LGA and EWR, AUS and IAH aren't co-terminals either.

-RM