My girlfriend took emergency contraceptive pills, but they did not work. Will the baby be okay?

Yes. There has been no hard evidence to suggest that the use of birth control pills in pregnancy have devastating effects. There have been many accounts of people who take their pills into the 5th month of pregnancy before they realize they are pregnant and the babies are fine.Birth control pills have estrogen and Progesterone which are the same hormones that support the pregnancy.
No long term effect. Emergency contraception works by preventing ovulation. If ovulation still occurs then pregnancy can occur. The effect of the medication does not cause birth defects or long term complications.