What phone are you running and what OS version? Most generally, I'd rather have my pics saving to SD, especially if it's a removable card. Still strange though because all phones I've seen, pics saved to sd still show up in the gallery.
There was a glitch with rom manager awhile back that created a .nomedia file which disallowed the display of pics in the gallery. Any chance you are rooted and use rom manager? In any event, I'd check out the root folder for sd pics and make sure there's not a .nomedia file there. Path may depend on the OS, but something like sdcard/DCIM/Camera (or 100ANDRO) should get you in the ballpark as a place to look.