In this article, the authors first introduce a class of Orlicz-slice spaces which generalize the slice spaces recently studied by P. Auscher et al. Based on these Orlicz-slice spaces, the authors introduce a new kind of Hardy type spaces, the Orlicz-slice Hardy spaces, via the radial maximal functions. This new scale of Orlicz-slice Hardy spaces contains the variant of the Orlicz-Hardy space of A. Bonami and J. Feuto as well as the Hardy-amalgam space of Z. V. de P. Ablé and J. Feuto as special cases. Their characterizations via the atom, the molecule, various maximal functions, the Poisson integral and the Littlewood-Paley functions are also obtained. As an application of these characterizations, the authors establish their finite atomic characterizations, which further induce a description of their dual spaces and a criterion on the boundedness of sublinear operators from these Orlicz-slice Hardy spaces into a quasi-Banach space. Then, applying this criterion, the authors obtain the boundedness of δ-type Calderón-Zygmund operators on these Orlicz-slice Hardy spaces. All these results are new even for slice Hardy spaces and, moreover, for Hardy-amalgam spaces, the Littlewood-Paley function characterizations, the dual spaces and the boundedness of δ-type Calderón-Zygmund operators on these Hardy-type spaces are also new. )(R n ), where Φ(t) := t log(e+t) for any t ∈ [0, ∞) is an Orlicz function, and applied these Hardy-type spaces to study the linear decomposition of the product of the Hardy space H 1 (R n ) and its dual space BMO (R n ) as well as the local Hardy space h 1 (R n ) and its dual space bmo (R n ). Moreover, very recently, Cao et al. [12] applied h Φ * (R n ) to study the bilinear decomposition of the product of the local Hardy space h 1 (R n ) and its dual space bmo (R n ). Recall that both the Hardy type spaces H Φ * (R n ) and h Φ * (R n ) were defined in [8] via the (local) radial maximal functions, while h Φ * (R n ) in [12] was defined via the local grand maximal function. Moreover, no other real-variable characterizations of both the Hardy type spaces H Φ * (R n ) and h Φ * (R n ) are known so far. On the other hand, recently, to study the classification of weak solutions in the natural classes for the boundary value problems of a t-independent elliptic system in the upper plane, Auscher and Mourgoglou [6] introduced the slice spaces E