The OED gives the following dates for various applications under its definition 7 for slide, n.: microscopy (1837), magic lanterns and other projectors (1819) which melded into photography. The earliest citation that is definitively a photographic slide is from 1940. Oddly, it lists microscopy first, even though the magic lantern usage precedes it. There’s also a sense of the mechanism for loading photographic plates into a old-style camera listed under this main sense, which seems out of place. It should go with the other sliding mechanisms. It’s 1856, so its not the source of the slide for projection.
The entry is second edition, with some additions but not in this arena, so it doesn’t have any internet uses. I’m a bit surprised it doesn’t have the sense of acetate slides used with overhead projectors. Overall, the entry needs a lot of work, which I’m sure it will get.
It has slide show from 1956, which certainly can be antedated.
Slide show may be making a bit of a comeback, but slide has never gone away. PowerPoint slides are common, even though there is no physical object to be slid.
Faldage, what is the context in which you’ve seen it lately? I’ve mainly seen it in the context of web-based displays of photographs, especially on news sites.