Blackmail is illegal, even just demanding money to keep quiet. If she paid him anything then he's broken the law, never mind "stealing" her phone and looking through her personal data before returning it. I mean, if someone steals you car...but then gives it back later and tells you about it...is that legal, how about one of your kids?
If he took any data, copied it or txt/email files to himself then that's probably another crime. I would go to the police, if your gf comes off as destroyed emotionally...(tell her not to get angry, let the cops get angry for her)...a female officer or "protector" type male cop. Most cops are either in that line of work because they are bullies that want power without having to put in much effort, or they are protectors that need to be heros and gain honor by being the guy who saves the day.
But I digress, I here cops in Florida can be crazy...which hopefully they are in your case as this will help. Where I live they are apathetic and would just sigh if you went to them. The cops there might tackle the guy at his work and jack all of his electronics, PC, cell phone, etc. to look for you files(evidence). But you have to go to the cops where the crime took place, so if you want to do some research before the call check the local laws. Sometimes the cops need to be reminded. But don't talk down at them, they got into their line of work for the opposite.
Just be like "yeah I wasn't sure what to do, my girlfriend is a mess and doesn't feel safe. She was too afraid of him to go to the police, so I looked it up and found laws X, Y and Z and so I think this falls into that category." Sorry for the sloppily thrown together answer, but the gist is on point. I had a guy try to blackmail me back when I used to live in Las Vegas, I was so angry I went after to rip him to pieces. My friend held me back, while the guy ran to our apartment complex's admin building.
They told him he was breaking the law, then when I said I wanted to call the police they tried to talk me out of it. I guess having a meth addict stealing from other renters was fine so long as he paid his rent. After I went back to my apartment, my friend talked me out of doing something "dark as fuck" as I explained it. We realized the cash out of my wallet was gone, but I did trick the idiot into giving it back w/ credit cards/etc when I appeared to be all for giving him money to get my wallet back. Once I got it back is when I initially snapped on him.
Remember, when people bait for a confession..."why did you blackmail me?", even the stupidest son of a bitch can smell that a mile off. But if you invest in a little spy tech, think spy stores in cities or online stores. Getting recording devices, make sure you are a pro on using them and test them a dozen times before hand. Also look into local "wiretapping laws" beforehand if you even bother to gather evidence.
Remember, your accusation alone isn't worth even looking into. So unless you're the kinda guy that pays a trusted, half-unhinged friend to beat the fear of God into this guy and break the law yourself...I would try and get proof. It's too late now, but you NEVER pay blackmail in cash (unless you are both doing something wrong, like paying off someone to not tell your wife about your affair).
Even writing blackmail on the check's "more info" area or what ever it's called, would be too golden. But I'm rambling again, with such a trace of initial info, this is my scattershot reply. I hope there's something in here that's useful, or inspires a useful idea or line of action to take. Good Luck. If you have further questions you can PM me something more specific (or requiring discretion)... or reply on here to keep getting the collective input from all of us.