curl -u UserName\\WithSlash:PasswordWithExclamation\! http://....
works fine.
it sends
GET / HTTP/1.1
Authorization: Basic VXNlck5hbWVcV2l0aFNsYXNoOlBhc3N3b3JkV2l0aEV4Y2xhbWF0aW9uIQ==
User-Agent: curl/7.21.0
Host: teststuff1.com:80
Accept: */*
which is “UserName\WithSlash:PasswordWithExclamation!” in the auth string.