Slides are typically metal or glass tubes (rings) that are worn on one finger of the guitar player's left hand. When the slide touches the string and is not pressed down it allows for a portamento effect much like the quarter tones that are only available on non-fretted instruments like the violin, viola, and cello.
Here is a friend and amazing blues player, The Deacon Brandon Reeves, playing a little Blues in G.
enjoy!