There's 3 apps I can think of, they're free and don't require a download - you already have them....
1. "put it in your pocket and don't leave it laying around"
2. "use the lockscreen the phone came with so people can't just pick it up and go thru it"
3. (my favorite) "save up a few hundred dollars for when someone steals it, rather than just snoops"
Seriously, why is your phone just laying around? And if is, lock lock the darn thing.... least of your worries should be embarrassig photos.
I tease a bit. But, rather seriously... don't look for an app, just use some common sense and secure the entire device. Do you not have pockets?