All the photos shared by Facebook contacts when in a conversation can be viewed by applying filters to Facebook messages. To locate an earlier photo, there is no need to scroll back to older messages and look for it.
To do this :
First choose the messages icon and open the expanded message view by clicking on See All.
From the left column, choose the conversation for which the photos need to be viewed. Then click on the gear icon and select View Photos in Thread.
This will filter and display only the photos shared so far in the conversation.