Deleting photos from an iPhone
Solution 1:
You can definitely do it on the phone, but if you have a lot of photos, that could take a while.
Assuming you are on a Mac...
Connect your iPhone to your Mac and open Image Capture (in your Applications folder). Click on the iPhone in the device list and it will start building a list of all of your photos. Once it's done, you can select the photos you want to delete (Cmd-A to select all) and then click the delete button at the bottom of the window (looks like a red circle with a slash through it).
Solution 2:
If you don't care about the other data on your phone, you could erase the phone's data (including the pictures in those albums) by going to Settings > General > Reset > Erase All Content and Settings. Warning: all your data will be lost.
A friend of mine actually had the exact same problem a few weeks ago and ended up using this method.