What specific albums?

Were the photos taken by or saved to the device or were they synced to the device?

You can't move/delete photos that were synced to the device

If they were taken by or saved to the device (email attachment) if yo delete then from the camera roll they will be deleted from other albums you copied them to.

Can you copy them from Camera Roll to another album except to albums that are synced to the device?

You should be able to copy photos from Camera Roll to an album you created. If you then delete it from Camera Roll it will also be deleted from that other album. When yo copy it, the photo in the new album is just a pointer to the photo in the Camera Roll.

You can't copy photos to albums that were synced to the device.

From the manual

http://help.apple.com/ipod-touch/9/#/iph845853585

Attachments

Save a photo or video to Photos. Touch and hold the photo or video until a menu appears, then tap Save Image.