PPspliT, mentioned above, appears to be only for Windows.
If you're on OS X, a (not always perfect) option I've used is to open the PPT/PPTX file in Keynote. From the menu bar, select "File > Export to > PDF..." . Then check the checkbox "Print each stage of builds", and click "Next...". Caveat: As it's not its native format, Keynote does not always read PowerPoint files exactly right. Check that any complex slides (not just animations, but also ones containing things like math formulae requiring precise formatting) have been reproduced faithfully. If not, adjust accordingly in Keynote to correct any aberration.
I haven't personally tested the following, but for a cross-OS solution: For LibreOffice (which also has PPT/PPTX import), there is this extension and this one . Note, however, that the latter rasterizes everything to bitmaps, which may be very undesirable, depending on your purpose.