On PC, I had to allow itunes to sync photos from my computer with the iPhone.
It wanted to default to the pictures folder in my user. Not the best spot as it would grab all the sample Windows photos and backgrounds. So I created a new empty folder called iPhone Pictures for my iPhone to sync with.
Then I went directly into the iPhone's internal storage, removed any photos I took on the iPhone, put them into new folders on the PC, then synced again, and those photos show back up as albums. Do the same with photos from your real camera and such,