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Pause the game and look below if they are saved. If they are saved you will see a picture of a girl by itself, if with a Big Daddy there will be a picture of a possessed Little Sister and a Big Daddy. If you have harvested them, I presume it shows them as dead. I suggest saving them to get the good ending.

When you look on the 'Little Sisters in this level' screen, if you saved them, they will look like a normal girl, but if you harvested them, then the colors will be inverted.

if you go into the menu (not the main menu) you will see the Little Sisters that you have saved/harvested.

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