Cycle2 makes it very easy to have bookmarkable slides. All that needs to be done is to add the data-cycle-hash attribute to each slide and assign its value to whatever you wish to be the bookmark hash. Each time the active slide is changed the location.hash value is updated to reflect the current slide.

Simple

<div class=center>
    <span class="prev"><a href=#><< Prev</a></span>
    <span class="next" style="margin-left:20px"><a href=#>Next >></a></span>
</div>
<div class="cycle-slideshow"
    data-cycle-prev=".prev"
    data-cycle-next=".next"
    data-cycle-fx="scrollHorz"
    data-cycle-timeout=0
    >
    <img src="/images/p1.jpg" data-cycle-hash="spring">
    <img src="/images/p2.jpg" data-cycle-hash="trees">
    <img src="/images/p3.jpg" data-cycle-hash="water">
    <img src="/images/p4.jpg" data-cycle-hash="sunset">
</div>