Slaves affect your happiness also if you conquer a city of the slave's original nationality. Basically if you have slaves of nationality A, and you have a city with citizen of nationality A, there is a chance they will be unhappy that you hold slaves. If you click on unhappy citizens in this situation you might see "We cannot forget the oppression you have bore down upon our people." It doesn't matter how you ended up with the citizens or slaves. I also don't know how long it lasts after you get rid of the last slave, and if you have enough improvements and wonders to keep people happy you might never see it.
Not to be jackass, but yanno it makes a whole lot of sense. Slaves are free upkeep, so besides working at half speed, slaves have to have some other penalty. Also, if you look back on 200 years of american history or 2000+ years ago into jewish history, it's hard to see how this doesn't make good real world sense and is a good game element.
Now, back to my original question. If you capture artillery in C3C, is that considered having slave workers? I capture the artillery and that artillery keeps the original nationality. Capturing artillery in civ3 without expansions did not end up with "Dutch" artillery, for example.