mightySlider has this feature to set covers from URL with all available options and automatically configure them for the slides.
Sites covered: flickr.com, 500px.com, instagram.com, vimeo.com, youtube.com and dailymotion.com
Covers can be set to direct photo page URL from 500px, Flickr and Instagram. e.g. 'http://500px.com/photo/23718959'
It's strongly recommended that you disable touch navigation for vertical slider if it fills more than a half of browser viewport, as it blocks default browser scrolling.
As usual you can put anything in each slide, or add bullets, thumbnails or tabs.