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This paper addresses the problem of learning multiple spoken language understanding (SLU) tasks that have overlapping sets of slots. In such a scenario, it is possible to achieve better slot filling performance by learning multiple tasks simultaneously, as opposed to learning them independently. We focus on presenting a number of simple multi-task learning algorithms for slot filling systems based on semi-Markov CRFs, assuming the knowledge of shared slots. Furthermore, we discuss an intra-domain clustering method that automatically discovers shared slots from training data. The effectiveness of our proposed approaches is demonstrated in an SLU application that involves three different yet related tasks.