Iphone photo albums downloads
Are you running iOS 5?  If so, the new albums you can create in iOS 5 are only for temporarily classifying photos from your Camera Roll.  But once you remove them from Camera Roll, they will also disappear from your Albums.

Thus, there is no circumstance where a photo would ONLY be in your Album and not in your Camera Roll, unless by Album you mean the Sync'ed Photos that have always been available through iTunes.