I cleared the image cache, Gallery > Other Options > Miscellaneous > Clear Image Cache.
After doing that, I went to Manage Galleries > selected a gallery > Then clicked the 'delete' link for one of the images.
I went to the page with the gallery and there is a broken link. (Text link with image border, but no thumbnail. Clicking the link results in a "requested content cannot be loaded" error.)
So I clicked the 'Clear Image Cache' button again, refreshed the page with the gallery, and the link to the orphan image is gone.
I suppose I can just expect to press either the 'Clear Image Cache' or 'Update Sort Order' buttons each time I've deleted an image from a gallery. Not too big of a deal, I suppose. Also, earlier versions of Nextgen didn't exhibit this issue.
Thanks again for your reply.