I have found two that retain file name and will also allow you to rename the file if you want:
Photo Manager Pro
SortShots
Both require you to import photos into the program which manages the photos outside of the built-in Photo app.
Both allow you to sort photos manually. SortShots also allows you to tag photos and then sort by those tags. It's very powerful. You don't have albums, but rather "sorts."
Photo Manager Pro allows you to create album folders and you can move images between folders, etc. You can import in a variety of ways, including grabbing photos from your Camera Roll, or via iTunes file sharing in Apps, or via WiFi, etc. Very nice. It also will play videos.