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We explore the use of lexicons or gazettes in neural models for slot tagging in spoken language understanding. We develop models that encode lexicon information as neural features for use in a Long-short term memory neural network. Experiments are performed on data from 4 domains from an intelligent assistant under conditions that often occur in an industry setting, where there may be: 1) large amounts of training data, 2) limited amounts of training data for new domains, and 3) cross domain training. Results show that the use of neural lexicon information leads to a significant improvement in slot tagging, with improvements in the F-score of up to 12%. Our findings have implications for how lexicons can be used to improve the performance of neural slot tagging models.