So far as I can tell, the Indian Removal Act did not legally expropriate property other than land, so technically Cherokee slave owners were still legally slave owners after losing their land. I know in practice legal niceties weren't followed in the execution of the act, but there is a tantalizing unsourced sentence in the introduction to the Trail of Tears wikipedia page that says some slaves did in fact embark on the "Trail of Tears".
I'm guessing many must have been left behind. Were any set free? Would they perhaps been sold off in a hurry to white settlers (that would seem a likely self-interested choice of a slave owner in response to any impending relocation if it were possible)? Were any simply "stolen" and illegally assumed to be the property of some encroaching white settler?
Many were taken along on the Trail of Tears. There was intermarriage as well. They're now known as the Black Cherokees, though getting recognition on modern rolls has been difficult. In 2007, tribal membership was revoked from the Black Cherokees, but then in 2008 that was reversed.
http://stephenbodio.blogspot.com/2005/09/newest-indians-dna-black-cherokee-and.html
http://www.theroot.com/articles/culture/2011/09/black_cherokees_regain_tribal_citizenship.html