Definitely best to bring it up if it's really bothering you. Don't be confrontational, though, because he probably has no idea that you are bothered by them. Talking is better than letting it fester. Let us know how it goes!

I agree with VBianchini—if it's bothering you that much, open up the lines of communication. However, if he is just keeping it for memories sake, then is it a big deal? He's living with you, not his ex. Unless he take these photos out regularly to reminisce about his old relationship, or compares you to his ex, or he talks to his ex regularly, those photos are just that—photos. Pieces of paper. I still keep photos of old flames from many years ago—but I don't go "Man, I wish my significant other were just like xx." It's a part of my life and my history and keeping a memory of that isn't the worst thing in the world.

If it bothers you then I think you have to express that. Communication is key and it's best to get off to a good start with voicing your concerns at the start of a relationship.