I don't think it's totally inappropriate for him to hang onto the pictures, even the nude ones could be ok depending on the degree of the nudity. How nude are we talking, here? Like spread eagled on the bed butt-naked under fluorescent lighting? Or just more demurely topless?
If it's a space issue, then you have a right to tell him to make space for you somehow, and leave it up to him as to what he gets rid of. I had an ex whose apartment was packed to the gills before we met and I barely could fit my stuff in there. 90% of the fights we had were about space. You deserve to feel like you have a place in your living space.
“Inside every cynical person, there is a disappointed idealist”--George Carlin