The albums are part of the Gallery, if you select all photos view, all your photos will show, regardless of whether they are in an album or not. If you "moved" the photo from the "recents" folder, be aware that the recents folder is not really an album, it will just show you the most recent pictures you added, edited or viewed. So, even though you "moved" it into an album, it will still show in recents. If you delete it from recents, it will delete it from your phone, including from the album you moved it to.
