Do you have a disc image or online backup service in-use?
Sometimes backup services employ settings that will replace files that are deleted (or at least not deleted in a certain manner) and photos are often included in those protected settings.
Are you on a network where another computer or external drive might be handing them back to you?
I've stopped updating my Windows machine at XP but if I remember correctly there's a desktop wallpaper setting that also makes copies when you chose an image for your background. Other than than, unless you're using imaging software (like Photoshop or something) they have settings to always make a duplicate. My CS3 does that as well as Adobe Lightroom... copy1file, copy2file, copy3file, etc.
[This message has been edited by Dan Mowry (9/29/2009)]