Adding / in post slug

Hi!

Is there a away to allow the usage of slashes in a post’s slug? I want this because I am trying to show the taxonomy without resorting to categories, as then I would only have one post per category.

It would be something like:

/shoes/

Then another post would be like:

/shoes/brown/

Unfortunately wordpress keeps deleting the slashes in my post slugs. Does anyone know how I can change this?

Thanks!