Odd that no one mentioned yet Call To Power I and II - those games had slavery, and plenty of it! I saw some civilizations being literally depopulated by their neighbours, who built a lot of slave traders!
Indeed, I used to bring the prodution levels of my societies up with slaves (no military unit of mine roamed the map without a slave trader; if I saw a barbarian/enemy unit, they were working the fields in no time).
Of course, this had me also begging the other (human) players NOT to build the Emancipation Act, which usually wrecked havoc with my country for awhile, but oh well...
As for EU, slavery should even be more important, because it was only with african slaves that the colonization of Brazil was possible (the european settlers never numbered more than a few tens of thousands, even by the mid-XVIIIth century).
That's because it was only with the labour of africans (the only ones though enough to whitstand both the heat and the work - the native indians died of exhaustion after a few months), especially sudanese slaves (the strongest - and those were sold by the arabs) that the brazilian tobacco and coffee plantations could be set to work. If they didn't exist, Brazil would remain what it was until the XVIIth century - jungle where you get nice parrots and a sturdy wood.
(one of the claimants to the portuguese royal throne - D.António, Prior do Crato - once offered Catherine de Médicis the whole of Brazil in 1580 if she would help him against Philip II of Spain; she declined because Brazil was nothing more that 'a place full of mosquitoes', as was put at the time - he had to bribe her with something different)
Small wonder that, but the time of independence (1824), half the population of Brazil was of african origin (and that includes the indians).
Slaves were also useful as warriors; we once repelled a Dutch assault on Macao with opium-filled slaves that attacked the 'blondies' so fiercely that they fled in panic back to their ships.
(and the fact that the only cannon we had there managed to hit their commander almost by miracle in the first ten minutes of the battle also helped, of course).
Regards,
Keoland