How to test for halides without ammoniacal silver nitrate solution?
ChemGuide gives another method:


  If you add concentrated sulphuric acid to a solid sample of one of the halides you get these results:
  $$
\begin{array}{c|c}
\text{Ion present}&amp;\text{Observation}\\\hline
\ce{F-}&amp;\text{steamy acidic fumes}\\
\ce{Cl-}&amp;\text{steamy acidic fumes}\\
\ce{Br-}&amp;\text{steamy acidic fumes contaminated with brown bromine vapour}\\
\ce{I-}&amp;\text{some steamy fumes, and lots of purple iodine vapour}\\
\end{array}
$$


Note that those "fumes" are of the corresponding hydrogen halides. Also, in the case of the iodide ion, "various red colours in the tube" are also observed.

This reaction occurs because concentrated sulphuric acid acts as an oxidizing agent. It isn't able to oxidize fluoride or chloride ions, but definitely oxidizes $\ce{Br-}$ and $\ce{I-}$ to $\ce{Br2}$ and $\ce{I2}$ respectively (details here)

Do note that, to distinguish between the fumes of $\ce{HF}$ and $\ce{HCl}$ above, you'll need to dissolve them in water and perform the silver nitrate test!