Most of the slaves in the South were not freed by the Emancipation Proclamation. Instead, they had to wait until the Union Army got to where they were.
It is often said that no slaves were actually freed by the Proclamation because it only freed slaves that were in areas rebelling against the United States. Because of that, it only freed slaves in areas where the US had no control. This meant that the slaves were supposedly free, but there was no one to force the Southerners to free them.
Some sources (Wikipedia, for example) claim that 20,000 slaves were freed. But one college textbook I've used when teaching says "the Emancipation Proclamation did not free a single slave."
The Emancipation Proclamation never went into 'effect', it was a speech delievered by Lincoln intended to attach a moral dynamic to the war. Lincoln wrote the speech long before it was given. He purposely waited for a union victory before giving the speech so that it's moral purpose would be fostered by the victory. It gave the army a great moral boost, which by all accounts it needed. The speech stated that all persons in bondage in the states of rebellion were free however, the speech had no legal bearing on the staus of slaves. The Congress is the only branch of government that had the power to free the slaves. Slavery was abolished by the Congressional ratification of the 13th Amendment in 1865. Most Civil War research concludes that while some slaves were leaving plantations it was not due to the speech but because the power of the plantation owners was so fractured by the war to stop them. Although some researchers offer estimates most historians agree that it is impossible to offer a count.
I agree with the previous post that probably not one single slave was freed due to the Emancipation Proclamation. All of the states in the Union had already been declared free of slavery, and Lincoln's Emancipation did not technically effect the independent Confederate States of America. More than likely, many of the slaves in the South eventually heard of Lincoln's edict, and it must have given them hope that if and when the Confederacy was defeated, they, too, would become free. The Emancipation Proclamation no doubt spurred further activity with the Underground Railroad, and many slaves may well have decided to escape and flee to the North because of the proclamation.