Have you tried deleting these pictures with the SD mounted or looking on the SD itself inside the DCIM folder? The reason it is showing up without the SD mounted is because when the Gallery Loads the Pictures it takes a Digital Picture of your photos for easy future viewing and they stay there until deleted directly from within the gallery or a reboot of the phone or gallery.apk happens. So whether the SD is mounted or not it still shows a picture, and this is why there is no delete option and the info say's "Location Unknown" , because there is no location.when I remove the sd card they still appear in my gallery. There's no delete option on them and on the info it says location unknown.
accidentally downloaded some pictures onto my phone via usb.