When you say that you checked, what do you mean? If you mean that you see them when viewing the folders in Windows Explorer - it could mean for some reason that RoboHelp "lost" the connection with in the project itself. I have seen this happen in the past - no idea why - and what I've done to correct it was simply to "re-import" the files -even though they exist in the folder.
DId you move the files within the project?
In any case, try File > Import and select the HTML files and see if this "fixes" the broken links.
oops - just saw your response...yeah, what he said...