Amazingly confirms the wave particle duality of quantum mechanics.
The effect is even more remarkable when done with individual particles such individual photons or electrons.
Richard Feynman liked to stress how this experiment can illustrate the core ideas of quantum mechanics. Notably, he night have created the infinitely many slits thought experiment which illustrates the path integral formulation.
This experiment seems to be really hard to do, and so there aren't many super clear demonstration videos with full experimental setup description out there unfortunately.
For single-photon non-double-slit experiments see: single photon production and detection experiments. Those are basically a pre-requisite to this.
photon experiments:
Non-elementary particle:
  • 2019-10-08: 25,000 Daltons
  • interactive.quantumnano.at/letsgo/ awesome interactive demo that allows you to control many parameters on a lab. Written in Flash unfortunately, in 2015... what a lack of future proofing!
Video 1.
Single Photon Interference by Veritasium (2013)
Source. Claims to do exactly what we want, but does not describe the setup precisely well enough. Notably, does not justify how he knows that single photons are being produced.
Video 1.
Electron Interference by the Italian National Research Council (1976)
Source.
Institutional video about the 1974 single electron experiment by Merli, Missiroli, Pozzi from the University of Bologna.
Uses an electron biprism as in electron holography inside a transmission electron microscope.
Shows them manually making the biprism by drawing a fine glass wire and coating it with gold.
Then actually show the result live on a television screen, where you see the interference patterns only at higher electron currents, and then on photographic film.
This was elected "the most beautiful experiment" by readers of Physics World in 2002.
Italian title: "Interferenza di elettroni". Goddammit, those Italian cinematographers can make even physics look exciting!
It would be amazing to answer this with single particle double slit experiment measurements!

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