There are several answers really...
1. If they know you and have them for your show, etc. --- You just ask for them back after the exhibition, or ask how long they'd like to keep them and for what purpose (ie. to show customers that may ask about your work after the show, for advertising, a catalog, etc.)
2. If you know when they review for exhibitions (many galleries review ALL submissions once a year) --- Then after their review date, usually along with your letter of acceptance/rejection. For instance, the gallery where my studio is reviews things very briefly as they come in (for about 5 minutes) and will send them back if there's no chance of exhibition - we would expect an SASE though. If we like it but aren't sure we'd keep it until Janauary when we schedule the year's exhibitions. We may acknowledge receipt of them, particularly if the artist is on email, if we remember to do so before another staff member puts them in the Future Exhibitions folder. After that they gather dust until Jan.
3. If you have no idea and sent them blindly and DIDN'T include a self-addressed stamped envelope for their return --- follow it up. Galleries are under no obligation to return slides and may even throw them away.
I've been sending out CDs of images and have received one of the last set of 15 that I sent out. I included SASEs and expect maybe half of them to be returned. If I'm lucky.