We have video of an L&N M1 2-8-4 on the slip track at South Louisville Shops in our video "Reflections of the L&N Vol. 2". The footage was apparently shot by or for the L&N as it was in a reel of 16mm film that included a couple of the M1's at the Lima factory test tracks.
I know of two other slip track operations: one at the ACL Uceta Shop in Tampa and I have a photo of an ACL Pacific on the Tampa slip track.
I also have a brief movie clip of a Rock Island 4-8-4 on a slip track that was most likely shot in the late 1930's-early 1940's. I'll probably use it in a future video.
On the L&N and ACL it was a pretty simple operation. Oil drums were mounted on the locomotive pilot beam with hoses or pipes running down to just above the rail head where the oil was allowed to drain to the top of the rails.
-Jim Herron