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Are you using MLA or APA format for the rest of the paper?
I don't think format is of any consequence. The question is not how to cite them it's should they be cited and this is actually a really good question.
IF the photos have been used in another paper or been published publicly in any way (newspaper, magazine, etc.) then yes you have to cite them using any of the publications that the pictures appeared in. If these are photos that have never appeared publicly AND they were taken by you then you do not need to cite them. If they were taken by someone else you must give them credit.