Sometimes you can get a replacement slider and sometimes you can even get the slider on. One method of getting the slider is to buy an identical zipper and remove the slider. (Note that many sliders are not removable.) Avoid a used slider--it may be worn internally.
If you are unable to replace the slider, there are two options:
1) Cut the stitching holding the zipper on (using a seam ripper) and sew a new one on. This may be impractical in some cases, for instance if it opens a down tube. Examine the stitching carefully to see that you can do it before beginning.
2) If #1 is impractical, cut the zipper teeth off leaving as much of the tape as possible and sew a new zipper onto the tape. This is generally easier than #1. Unfortunately width of the "zipper zone" will be a bit wider than the original.
And, of course, one can always follow Tim's suggestion and have a professional do the work.
Another place is Penny S's shop:
http://www.specialtyoutdoors.com/ (Penny S was the fabric guru of the now-defunct USENET group Rec.backcountry. She appears to have a very good reputation.) Also places like REI do repair or can refer you to a repair place.
Doug