Have patience. Badges can take anywhere from a few seconds up to a few hours before they actually get awarded to your account. It depends on what badge it is and when you achieved it. For example (for me), the Nice Answer badge tends to get awarded within 15 minutes, while a badge such as Enthusiast (visited 30 consecutive days) can take up to 2 and a half hours to get awarded. Badges are awarded on cycles which, aside from the staff, we really don't know much anything about. If you achieved a badge's requirements just after a cycle ran, you'll have to wait the entire cycle for it to check again. As for when the cycles run, we just know they occur, and you will get the badges you deserve eventually.
If you're ever unsure, make sure to check out the List of All Badges for specific requirements on each badge, to make sure you're completing it correctly.