We had not done it with ours, but have seen others that have. One gentleman I talked to had done it to a brand new Lodge Destination Trailer, I think built by Forest River. He built a roof over each slide out (his had 3), not a car port type cover. He did put a vent on the sides to keep moisture out. I can't remember the specifics, but he basically framed the top of the slide with 2x4s and built the roof up from that. I don't recall how he attached it to the side of the camper, but he did make them so they can be removed if need be. I will see if I can dig up a picture.
-Michael