Self-supervised learning (SSL) has been successful in building patch embeddings of small histology images (e.g.,$224\times 224$pixels), but scaling these models to learn slide embeddings from the entirety of giga-pixel whole-slide images (WSIs) remains challenging. Here, we leverage complementary information from gene expression profiles to guide slide representation learning using multi-modal pre-training. Expression profiles constitute highly detailed molecular descriptions of a tissue that we hypothesize offer a strong task-agnostic training signal for learning slide embeddings. Our slide and expression (S+E) pre-training strategy, called Tangle, employs modality-specific encoders, the outputs of which are aligned via contrastive learning. Tangle was pre-trained on samples from three different organs: liver (n=6,597 S+E pairs), breast (n=1,020), and lung (n=1,012) from two different species (Homo sapiens and Rattus norvegicus). Across three independent test datasets consisting of 1,265 breast WSIs, 1,946 lung WSIs, and 4,584 liver WSIs, Tangle shows significantly better few-shot performance compared to supervised and SSL baselines. When assessed using prototype-based classification and slide retrieval, Tangle also shows a substantial performance improvement over all baselines. Code available at https://github.com/mahmoodlab/TANGLE.