  We present the first observations of a Type I superluminous supernova (SLSN)
at $\gtrsim 1000$ days after maximum light. We observed SN 2015bn using the
Hubble Space Telescope Advanced Camera for Surveys in the F475W, F625W and
F775W filters at 721 days and 1068 days. SN 2015bn is clearly detected and
resolved from its compact host, allowing reliable photometry. A galaxy template
constructed from these data further enables us to isolate the SLSN flux in deep
ground-based imaging. We measure a light curve decline rate at $>700$ days of
$0.19 \pm 0.03$ mag (100 d)$^{-1}$, much shallower than the earlier evolution,
and slower than previous SLSNe (at any phase) or the decay rate of $^{56}$Co.
Neither additional radioactive isotopes nor a light echo can consistently
account for the slow decline. A spectrum at 1083 days shows the same [O I] and
[Ca II] lines as seen at $\sim300-400$ days, with no new features to indicate
strong circumstellar interaction. Radio limits with the Very Large Array rule
out an extended wind for mass-loss rates $10^{-2.7} \lesssim \dot{M}/v_{10}
\lesssim 10^{-1.1}$ M$_\odot$ yr$^{-1}$ (where $v_{10}$ is the wind velocity in
units of 10 km s$^{-1}$). The optical light curve is consistent with $L \propto
t^{-4}$, which we show is expected for magnetar spin-down with inefficient
trapping; furthermore, the evolution matches predictions from earlier magnetar
model fits. The opacity to magnetar radiation is constrained at $\sim 0.01$
cm$^2$ g$^{-1}$, consistent with photon-matter pair-production over a broad
$\sim$GeV-TeV range. This suggests the magnetar spectral energy distribution,
and hence the 'missing energy' leaking from the ejecta, may peak in this range.
