Note - it's not entirely clear which photos you mean, I'm assuming you're talking about photos in albums created by apps like Hipstamatic, LINE camera, PhotoToaster, etc.
I think the official answer is iTunes somehow (on the app screen, the data section, bla bla bla), but I've found that not every app works well with it. Some apps are designed specifically to make it hard to get pictures or moves without some sort of online social experience being involved (Smule, for example).
I've found the one tool that always gets things out of my iPhone is iPhone explorer - http://www.macroplant.com/iexplorer/
I don't work for them, this isn't an advertisement - I've just used it to extract all kinds of things from my phone, and I've never had a problem with it.