I've also come across this on several occasions... many times involving multiple photos. It appears to me as either the user doesn't think the upload worked so they immediately try again, or the uploader itself glitches. I say that because it always seems to involve half of what a user adds (i.e. user uploads 12 photos, first 6 are good but the second 6 are all broken).
Unfortunately, as Nathan stated, there appears to be no other recourse than to delete them.
Dave,
I have been unable to figure out what causes this (Ive seen it elsewhere with other users) so when I find them sadly the only thing I can do is delete. My advice is whenever someone uploads something, do a quick check to make sure it worked, and try again if it didn't.
Image #29 is broken
I have one clue I can add. Just this morning I tried to upload extracts from a nomination form, they were large at 4000+ pixels (similar to many cameras today). None of them uploaded correctly (I got a dead link after the upload where you type the captions in). I tried resizing the photos and uploading again and it worked. So it may be the system struggles with larger photos. The reason some work and some don't might be due to the size variations in JPG files (files with lots of complexity like trees have larger file sizes).
Anyway, if anyone is having trouble perhaps try using a program to shrink photos before uploading. BridgeHunter's system automatically resizes photos to 1600x1200 for a 4x3 ratio photo.