  We present deep Swift follow-up observations of a sample of 94 unidentified
X-ray sources from the XMM-Newton Slew Survey. The X-ray Telescope on-board
Swift detected 29% of the sample sources; the flux limits for undetected
sources suggests the bulk of the Slew Survey sources are drawn from one or more
transient populations. We report revised X-ray positions for the XRT-detected
sources, with typical uncertainties of 2.9", reducing the number of catalogued
optical matches to just a single source in most cases. We characterise the
sources detected by Swift through their X-ray spectra and variability and via
UVOT photometry and catalogued nIR, optical and radio observations. Six sources
can be associated with known objects and 8 may be associated with unidentified
ROSAT sources within the 3-sigma error radii of our revised X-ray positions. We
find 10 of the 30 XRT-detected sources are clearly stellar in nature, including
one periodic variable star and 2 high proper motion stars. For 11 sources we
propose an AGN classification, among which 4 are detected with BAT and 3 have
redshifts spanning z = 0.2 - 0.9 obtained from the literature or from optical
spectroscopy presented here. The 67 Slew Survey sources we do not detect with
Swift are studied via their characteristics in the Slew Survey and by
comparison with the XRT and BAT detected population. We suggest that these are
mostly if not all extragalactic, though unlikely to be highly absorbed sources
in the X-rays such as Compton thick AGN. A large number of these are highly
variable soft X-ray sources. A small fraction of mainly hard-band detections
may be spurious. This follow-up programme brings us a step further to
completing the identifications of a substantial sample of XMM-Newton Slew
Survey sources, important for understanding the nature of the transient sky and
allowing flux-limited samples to be constructed.
