What are the 20 best phylantropies and foundations in the US and
Europe willing to invest in innovative approaches to improve the life
of people in slums (poor urban communities) in Brazil, specifically
Rio de Janeiro?

I don't know the "20 best", but here is a good one:

http://www.coav.org.br/ 

Within COAV (which has several programs), one program I particularly
admire is Luke Dowdney's.  His program is within COAV but on the COAV 
website I think all the material about him is in Portuguese -- here is
his own website: http://www.lutapelapaz.org.br/
He works in a very dangerous favela (urban slum) outside of Rio with
at-risk youth, and his kids are doing very well.

Best wishes,

John