I've long been a fan of ElectoralVote.com and the usually intelligent commentary from the quasi-anonymous "Votemaster" behind it. But an item in the November 15 edition contained the following assertion:
(Actually, the Emancipation Proclamation didn't free any slaves because there weren't any slaves in the North and the South just ignored it, but it is a nice myth.)
(Update: I should note that I later contacted the Votemaster with a briefer version of the information below and he graciously thanked me for it. I also toned down my original characterization of the statement above, which now I look at it again was a little too emphatic.)
First, if we take "the North" to mean the Union (and from context is pretty clearly that's what's intended) then in fact there were slaves in the North: Delaware, Kentucky, Maryland, and Missouri were slave states that remained in the Union, and the northwestern corner of slave-holding Virginia counter-seceded to become a separate state, West Virginia.
Maryland, Missouri, and West Virginia passed laws or adopted new constitutions to outlaw slavery during the war, but slavery remained legal in Delaware and Kentucky until the ratification of the Thirteenth Amendment at the end of 1865.
It's true that the Emancipation Proclamation freed no slaves in these border states, or for that matter in the parts of the Confederacy that had already come back under Union control, but that's because it could not legally apply to them. Lincoln recognized that he was a president rather than a king and could not pass laws by decree. In fact, during his famous debates with Stephen Douglas he said that it was doubtful even the Congress could constitutionally outlaw slavery in the several states (as opposed to the territories and any new states, where Lincoln did advocate abolition). He argued that the existing slave states would eventually outlaw slavery on their own.
It's also true that as president Lincoln deemed preserving the Union to be more important than abolishing slavery. He even raised no objection the horrendous Corwin Amendment passed by Congress in 1861 in a desperate effort to convince the slave states not to secede. Had it been ratified as part of the Constitution, it would have given those states an irrevocable right to maintain their "institutions." The Emancipation Proclamation was in some respects a stick to go with that carrot. But by 1865 Lincoln had decided that slavery should be abolished for all time, and to that end he proposed what became the Thirteenth Amendment.
In the Emancipation Proclamation Lincoln relied on the Law of War (and the Confiscation Acts of 1861 and 1862): It was long established that enemy goods and chattels could be seized in furtherance of the war efforet. Under that doctrine, the Proclamation took federal ownership of the chattel slaves in still-rebellious areas and simultaneously granted those slaves their perpetual freedom. The list of relevant geographical areas can be found in the document itself, which can be read on this page of the National Archives website.
On taking effect on the first day of 1863, the great Proclamation immediately freed a few tens of thousands of slaves in rebel areas under partial Union control. Then, as Union forces advanced farther into the Confederacy, with officers carrying printed copies of the Proclamation, thousands more slaves were freed, pretty much on a daily basis, many of those slaves meeting the advancing Union troops because they had heard of the Proclamation, and indeed offering to become soldiers in the Union Army as the Proclamation authorized (and about 200,000 of them eventually serving).
By mid-1865 almost all former slaves in the South were free men, women, and children as a direct result of the Emancipation Proclamation. This is no "nice myth" but established historical fact.
The last major group of slaves to be freed were those in Texas, a rebel state that saw little fighting. When Major General Gordon Granger landed at Galveston on the 19th of June, 1865, he made a formal announcement, directed to the people of Texas, that the Emancipation Proclamation would be enforced in the state, and it was. The date of that announcement is now called "Juneteenth," and annual commemorations of that day were first celebrated by former slaves the following year.
Meanwhile, the 13th Amendment made its way through Congress and the ratification process, and it finally became a part of the Constitution in December of 1865, freeing the slaves in Delaware and Kentucky, something the Great Emancipator himself did not live to see.
This is not a simple story with a happy ending. After the war, and especially after the end of Reconstruction, many former slaves (and their children and descendants) fell back into de facto slavery by other names. In some areas black citizens were falsely convicted of crimes and sentenced to labor on private plantations. They were denied the right to vote or acquire an education and subject to Jim Crow laws, and this continued a century after the end of the war and then some. Even after Brown v Board of Education, the Civil Rights and Voting Rights Acts of the 1960s, and so on, Americans of African ancestry were treated horrendously, and it hasn't ended yet. But the fact remains that the Emancipation Proclamation did free millions of slaves, a that fact deserves to be remembered and celebrated and not denied out of historical misconceptions, rumor, or false supposition.
(Updated 2015 June 24 and December 6, 2016 January 25 and 30, and 2017 January 15 to clarify some wording and add a few additional details.)