Sometimes, when I move my Macbook Pro from using my external 23" Cinema Display at work (laptop lid closed) to home with the internal display open, the sliding between Spaces is gone.
Instead, it just flips; windows appearing just appear, windows going away disappear, and nothing slides.
I don't know what causes it. I don't know if anyone else has this happen, but it's happened to me with two successive Macbook Pros so it's not just one system.
The way to fix it is to select a different resolution from the Displays drop-down on the right of the menubar, and then return to the old resolution. When this is done, the sliding effect returns.