Many years ago, before cellphones took good photos and videos, a friend asked to borrow my video camera for his wedding and honeymoon. I told him to make sure he deleted EVERYTHING off it before he gave it back to me. I still remember the smile on his face when he returned it and said EVERYTHING was deleted (**wink, wink**), but he told me he had some awesome videos for him and his wife to watch in the future.
This sort of thing has been going on for years. I even remember my uncle having his own dark room and photographic developing gear because he liked to take photos of his wife that only he should see. My wives get a kick out of sending me photos that will give me something to keep my mind occupied. There's nothing wrong with it and if you don't find your wife/wives so hot you want to keep private photos and/or videos of them, well, there might be something wrong with your testosterone levels.