We can usually find this structure at kids playgrounds. I want to know what it's called.
I've searched online but couldn't figure it out but fortunately found the image below.
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As others have said, that is a picture of a spiral slide.
I only wanted to point out that there would be nothing wrong with calling it a slide either. If my daughter said, "Daddy, can I go play on the slide?" I would certainly not correct her with, "That's not a slide, that's a vortex slide." However, if I was a park manager wanting to order a slide like that one for my playground, I wouldn't ask to order a slide, but I would specify that I wanted a plastic spiral slide.
Slides come in many variations, including spiral slides, tube slides, indoor slides, playground slides, pools slides and water slides.
It looks like a spiral slide to me.
If you wanted to order one for your own garden, then spiral slide is obviously the right term.
As far as children's names for such a thing are concerned, as well as "slide" it could easily be a helter-skelter because of its similarity to the fairground attraction (which are usually a lot larger!)
I would also call it a spiral slide. Alternative would be a corkscrew slide http://www.google.co.uk/search?q=corkscrew+OR+spiral+slide