Well, guess what? I used him in a fantasy setting.
The Crux of Eternity group suffered a near-TPK at the hands of some giants, and so I wrested an old, forgotten plot thread — another group was attempting to find a fey noble who was lost while seeking a legendary artifact — and had the remnants of one group run into the aftermath of the other. They allied to continue their separate quests, but the fey noble was being followed by the Slender Man.
He's a difficult fight all by his lonesome, but he showed up with a couple of corrupt druids and their treant allies. Anyway, without further ado:
|Also: The Slender Man on Obsidian Portal|
Edit: Interested parties may wish to see the Slender Man for 5e.