Last time I saw one it was in a convenience store (or possibly a hardware store?) in Inman Sq. This was a few years ago, so I'm not sure it's still there. There's also one in Brighton/Allston somewhere near that old-fashioned looking Dunkin' Donuts, but that's probably even less helpful.
I'll keep an eye out again and let you know if I come across one. They've gotten very hard to find!
"That old-fashioned-looking Dunkin Donuts" has been razed to the ground and replaced with a new drive-in location. It's at the corner of North Beacon and Market, but I don't know of a convenience store around there that has a Slush Puppy machine.
Your best bet is to scout neighborhood bodegas instead of chains.
I used to have a similar problem locating Icees, but now there's a machine at Target for the twice a year I want one.