To add the animations, right-click on anim -> New -> Animation resource file.

slide_in_left.xmlslide_in_right.xmlslide_out_left.xmlslide_out_right.xmlMainActivity.javaactivity_main.xmlActivity2.javaactivity_2.xmlActivity3.javaactivity_3.xmlstyles.xml
<?xml version="1.0" encoding="utf-8"?>

<set xmlns:android="http://schemas.android.com/apk/res/android">
    <translate
        android:duration="@android:integer/config_mediumAnimTime"
        android:fromXDelta="-100%p"
        android:toXDelta="0" />
</set>

<?xml version="1.0" encoding="utf-8"?>

<set xmlns:android="http://schemas.android.com/apk/res/android">
    <translate
        android:duration="@android:integer/config_mediumAnimTime"
        android:fromXDelta="100%p"
        android:toXDelta="0" />
</set>

<?xml version="1.0" encoding="utf-8"?>

<set xmlns:android="http://schemas.android.com/apk/res/android">
    <translate
        android:duration="@android:integer/config_mediumAnimTime"
        android:fromXDelta="0"
        android:toXDelta="-100%p" />
</set>

<?xml version="1.0" encoding="utf-8"?>

<set xmlns:android="http://schemas.android.com/apk/res/android">
    <translate
        android:duration="@android:integer/config_mediumAnimTime"
        android:fromXDelta="0"
        android:toXDelta="100%p" />
</set>

package com.codinginflow.activityslideanimationexample;

import android.content.Intent;
import android.os.Bundle;
import android.support.v7.app.AppCompatActivity;
import android.view.View;

public class MainActivity extends AppCompatActivity {

    @Override
    protected void onCreate(Bundle savedInstanceState) {
        super.onCreate(savedInstanceState);
        setContentView(R.layout.activity_main);
    }

    public void openActivity2(View view) {
        Intent intent = new Intent(this, Activity2.class);
        startActivity(intent);
        overridePendingTransition(R.anim.slide_in_right, R.anim.slide_out_left);
    }
}

<?xml version="1.0" encoding="utf-8"?>
<LinearLayout xmlns:android="http://schemas.android.com/apk/res/android"
    xmlns:app="http://schemas.android.com/apk/res-auto"
    xmlns:tools="http://schemas.android.com/tools"
    android:layout_width="match_parent"
    android:layout_height="match_parent"
    android:gravity="center"
    android:orientation="vertical"
    tools:context="com.codinginflow.activityslideanimationexample.MainActivity">

    <TextView
        android:layout_width="wrap_content"
        android:layout_height="wrap_content"
        android:text="This is Activity 1"
        android:textSize="30sp" />

    <Button
        android:layout_width="wrap_content"
        android:layout_height="wrap_content"
        android:onClick="openActivity2"
        android:text="Open Activity 2" />

</LinearLayout>

package com.codinginflow.activityslideanimationexample;

import android.content.Intent;
import android.os.Bundle;
import android.support.v7.app.AppCompatActivity;
import android.view.View;

public class Activity2 extends AppCompatActivity {

    @Override
    protected void onCreate(Bundle savedInstanceState) {
        super.onCreate(savedInstanceState);
        setContentView(R.layout.activity_2);
    }

    public void openActivity3(View view) {
        Intent intent = new Intent(this, Activity3.class);
        startActivity(intent);
    }

    @Override
    public void finish() {
        super.finish();
        overridePendingTransition(R.anim.slide_in_left, R.anim.slide_out_right);
    }
}

<?xml version="1.0" encoding="utf-8"?>
<LinearLayout xmlns:android="http://schemas.android.com/apk/res/android"
    xmlns:app="http://schemas.android.com/apk/res-auto"
    xmlns:tools="http://schemas.android.com/tools"
    android:layout_width="match_parent"
    android:layout_height="match_parent"
    android:gravity="center"
    android:orientation="vertical"
    tools:context="com.codinginflow.activityslideanimationexample.Activity2">

    <TextView
        android:layout_width="wrap_content"
        android:layout_height="wrap_content"
        android:text="This is Activity 2"
        android:textSize="30sp" />

    <Button
        android:layout_width="wrap_content"
        android:layout_height="wrap_content"
        android:onClick="openActivity3"
        android:text="Open Activity 3" />

</LinearLayout>

package com.codinginflow.activityslideanimationexample;

import android.os.Bundle;
import android.support.v7.app.AppCompatActivity;

public class Activity3 extends AppCompatActivity {

    @Override
    protected void onCreate(Bundle savedInstanceState) {
        super.onCreate(savedInstanceState);
        setContentView(R.layout.activity_3);
    }
}

<?xml version="1.0" encoding="utf-8"?>
<LinearLayout xmlns:android="http://schemas.android.com/apk/res/android"
    xmlns:app="http://schemas.android.com/apk/res-auto"
    xmlns:tools="http://schemas.android.com/tools"
    android:layout_width="match_parent"
    android:layout_height="match_parent"
    android:gravity="center"
    android:orientation="vertical"
    tools:context="com.codinginflow.activityslideanimationexample.Activity3">

    <TextView
        android:layout_width="wrap_content"
        android:layout_height="wrap_content"
        android:text="This is Activity 3"
        android:textSize="30sp" />

</LinearLayout>

<resources>

    <!-- Base application theme. -->
    <style name="AppTheme" parent="Theme.AppCompat.Light.DarkActionBar">
        <!-- Customize your theme here. -->
        <item name="colorPrimary">@color/colorPrimary</item>
        <item name="colorPrimaryDark">@color/colorPrimaryDark</item>
        <item name="colorAccent">@color/colorAccent</item>
        <item name="android:windowAnimationStyle">@style/CustomActivityAnimation</item>
    </style>

    <style name="CustomActivityAnimation" parent="@android:style/Animation.Activity">
        <item name="android:activityOpenEnterAnimation">@anim/slide_in_right</item>
        <item name="android:activityOpenExitAnimation">@anim/slide_out_left</item>
        <item name="android:activityCloseEnterAnimation">@anim/slide_in_left</item>
        <item name="android:activityCloseExitAnimation">@anim/slide_out_right</item>
    </style>

</resources>