The correct answer is: no article.
The girl that we saw last night is not a specific girl, but rather a general girl. We do not know her name or any other identifying information about her, so we would not use an article.
If we were to use an article, it would imply that we are talking about a specific girl. For example, if we said “Do you remember the girl that we saw last night?”, this would imply that we are talking about a girl that we have seen before and know the name of.
In this case, however, we are not talking about a specific girl, so we would not use an article.