The steps JustMe'D put will only delete albums created on the phone. Since the OP said the albums are coming from the laptop then you have three choices. You can delete the albums on the laptop and sync the phone. You can change the location that is being used to sync photos to the phone or you can change what folders are being synced to the phone. The steps are
Connect to itunes
Select your iPhone
In the right column select "Photos"
Select "sync Photos"
Then you can select the location to use to sync the photos, if this is already set to a location you can browse to a different location (Option 2)
or
Select "Selected Folders" you will see a list of all the folders in the location (Option 3)
Uncheck whatever you don't want on the phone
Perform a sync