6 tutorials on Web Slices have been posted to MSDN.
"In these short lessons, you will learn how to add Web Slices to an existing Web page. You start with a Web page that contains a fictitious conference schedule, a weather report, and ticket auction for a hit Broadway musical. Initially, the page contains one simple Web Slice, but you will gradually implement additional functionality."
You can also
download the Web Slice Tutorials for offline use.