Thanks for using our answers forum! That's a great question and the answer is yes, depending on the model of Slingbox you have. The Slingbox 500 does not have a coaxial input. However, if you have a PRO-HD or a PRO you can connect an A/V source and an OTA antenna.
Here is an article form our support site with some additional information regarding your inquiry and these configurations:
Hope this helps!
The Sling Moderation Team