We did not get back our photos or our original marriage certificate. Don't think I wasn't panicking about the last one.
However, I wrote the visa office a letter asking for the photos and marriage certificate back, and they mailed them to me right away. This request was at least two-and-a-half years after submitting our application.
They have to keep the evidence in case there is an appeal. If they issue a PR visa, then no need to keep the supporting docs, I guess.
If you want your photos back - or any other supporting evidence - I would just write a letter to the visa office and ask for them. If you don't get any cooperation, then go to your MP. It also seems that visa offices differ on what they do with the supporting docs - some seem to send back photos automatically; many others don't.
Getting the marriage certificate back was a bit of an ordeal, but also funny in a way. I had seen that the government lawyer at the appeal had the original, so after we lost the appeal I phoned the Vancouver Immigration and Refugee Board to see if I could get it. I pressed '2' for French - and then spoke English. The woman was so helpful and kind - I guess she didn't get many calls for French in Vancouver. She didn't know where the certificate was, but she gave me the names and phone numbers of several people at CIC and the Canada Border Services Agency. Every one, when I phoned, shrieked and said, "You're not supposed to have this number! This is not a public access number! Who gave it to you?!!!" And so on. It was nice to rattle their cage.