If you're okay with "manually animating" the slides, i.e. making transitions by clicking on the mouse/keyboard/pointer, then you can set a TikZ style that allows Beamer overlay specifications as in this answer. The following example illustrates how you can overlay several \addplot commands. Notice the use of key visible on=<num> for the \addplot command.
Code (with Beamer overlay)
\documentclass{beamer}
\usepackage{pgfplots}
\tikzset{
invisible/.style={opacity=0},
visible on/.style={alt={#1{}{invisible}}},
alt/.code args={<#1>#2#3}{%
\alt<#1>{\pgfkeysalso{#2}}{\pgfkeysalso{#3}} % \pgfkeysalso doesn't change the path
},
}
\begin{document}
\begin{frame}
\centering
\begin{tikzpicture}
\begin{axis}[ymin=0,ymax=1,enlargelimits=false]
\addplot
[blue!80!black,fill=blue,fill opacity=0.5,visible on=<2>]
coordinates
{(0,0.1) (0.1,0.15) (0.2,0.5) (0.3,0.62)
(0.4,0.56) (0.5,0.58) (0.6,0.65) (0.7,0.6)
(0.8,0.58) (0.9,0.55) (1,0.52)}
|- (axis cs:0,0) -- cycle;
\addplot
[red,fill=red!90!black,opacity=0.5,visible on=<3>]
coordinates
{(0,0.25) (0.1,0.27) (0.2,0.24) (0.3,0.24)
(0.4,0.26) (0.5,0.3) (0.6,0.23) (0.7,0.2)
(0.8,0.15) (0.9,0.1) (1,0.1)}
|- (axis cs:0,0) -- cycle;
\addplot[green!20!black,visible on=<4>] coordinates
{(0,0.4) (0.2,0.75) (1,0.75)};
\end{axis}
\end{tikzpicture}
\end{frame}
\end{document}
However, if it is real animation you're after, then the animate package is an option. The following example shows how this can be done.
Code (with animate)
\documentclass{beamer}
\usepackage{pgfplots}
\usepackage{animate}
\newcommand\myplot[1]{
\ifnum#1=1
\else\ifnum#1=2
\addplot
[blue!80!black,fill=blue,fill opacity=0.5]
coordinates
{(0,0.1) (0.1,0.15) (0.2,0.5) (0.3,0.62)
(0.4,0.56) (0.5,0.58) (0.6,0.65) (0.7,0.6)
(0.8,0.58) (0.9,0.55) (1,0.52)}
|- (axis cs:0,0) -- cycle;
\else\ifnum#1=3
\addplot
[red,fill=red!90!black,opacity=0.5]
coordinates
{(0,0.25) (0.1,0.27) (0.2,0.24) (0.3,0.24)
(0.4,0.26) (0.5,0.3) (0.6,0.23) (0.7,0.2)
(0.8,0.15) (0.9,0.1) (1,0.1)}
|- (axis cs:0,0) -- cycle;
\else\ifnum#1=4
\addplot[green!20!black] coordinates
{(0,0.4) (0.2,0.75) (1,0.75)};
\else error
\fi\fi\fi\fi
}
\begin{document}
\begin{frame}
\centering
\begin{animateinline}[autoplay,loop]{1}
\multiframe{4}{i=1+1}{
\begin{tikzpicture}
\begin{axis}[ymin=0,ymax=1,enlargelimits=false]
\myplot{\i}
\end{axis}
\end{tikzpicture}
}
\end{animateinline}
\end{frame}
\end{document}
Output

\myplotas follows:\newcommand\myplot[1]{\addplot[color=black,mark=none] table[x index=0, y index=#1]{data_function.txt};. Also, don't forget to change the first argument of\multiframefrom{4}to{50}. – Herr K. Jun 14 '14 at 00:32