Camera Roll Duplicates
Chances are, you are importing these pictures into iPhoto. After that, under the photos tab, when you have your iPhone plugged in, is a checkbox to sync photos from iPhoto. This likely is checked. If these two things are correct, it will then transfer back onto your device, all the pictures that were/are on your phone. This is the only time I have seen pictures that I can't delete (that don't have the "trash can").

If this is the problem, it could be easily remedied by simply disabling the sync checkbox under the Photos tab for your device.