If you accidentally add a photo to a Google+ album (e.g. via the "Move" button), it seems there's no way to remove it without deleting it.
Navigate to the album in question
(Google+ -> Photos -> More -> Albums -> Select your album)
In the top-right corner, select "Organize"
You will now see a list of all your photos with actions, including "Delete" which will delete it from the album only.