Clerk: I am terribly allergic.
Miguel: But Dante doesn't have any hair.
Clerk: And I don't have a nose, and yet, here we are.
Héctor: What are you doing?
Miguel: I'm walking like a skeleton.
Héctor: No, skeletons don't walk like that.
Miguel: That's how you walk.
Héctor: No, I don't.
Tío Oscar: I miss my nose.
Abuelita: No music!
Ernesto de la Cruz: I have to sing. It's not just in me. It is me.
Answer: It is never really explained in the movie, but we could assume that whenever someone dies they keep whatever items they had on them. Hector may have had the photo on his person when he died.