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Going through the 'device files' on my android device via the Google photo app, I noticed several images of a 'sugar rush' game and similar had appeared in a folder named 'Al' unbidden. I don't play those games and haven't downloaded any of those kinds of app so I wonder how they sneaked their way on. Facebook would be a likely suspect. Have you found anything similar? Me, I deleted all of the images as well as running an antivirus app (360 security) and a stubborn trojan killer.
They may have been included as free samples with the phone.
There was little in the way of installed bloatware, and no games which came with the device. This has happened on several occasions, which is why I pay close attention to the files.
My android phone automatically saves a 'device copy' of any images received over facebook messenger, Whatsapp and all those sort of things. I regularly have to clear it out due to some of my mates suspect humour....
It could be an app doing it as well - it just depends on what access you have granted when you download it.
Update: Since I disabled the sneakily hidden auto-update settings in WhatsApp I've not had any more images downloaded.
http://www.pcadvisor.co.uk/how-to/google-android/how-stop-whatsapp-saving-photos-on-android-3471900/