DWalt is right, it is possible, with sufficient effort, to have one receiver and multiple caliber top ends. As for 9mm, 38 Super, 40 S&W, and 10mm Auto sharing the same slide, that's a "maybe". I'm certain that older Colt slides were pretty much caliber specific. You could convert a 38 Super slide to 9mm easily because the rim of the 38 is slightly larger than that of the 9mm, but going to 40 or 10mm was a no-go.
I currently have a new production Para Ord 9mm/38 Super slide and a Remington R1 40 S&W/10mm Auto slide on my bench. These two slides are identical in terms of materials, machining, and finish, there are only two significant differences, the roll marks and the width of the breach face. The 9mm slide has a smaller width breach face than the 10mm slide. Using 9mm or 38 Super in a 40/10mm slide is going to result in a sloppy fit of the cartridge rim to the breach face, sloppy enough that I would not recommend doing it.