I don't keep photos (or any other related stuff) with my ex-girlfriend. At the time of break up, I returned almost everything (mainly photos) to her. I told her she can do whatever she likes. If she did not want them back, I would simply dump them.
Well, that does not mean I won't have any memory of her. But just as a gesture to the one currently with you (for me, is my wife), I choose to not keeping those stuffs. Of course, I would expect my wife does the same.