challenge.rb

class Challenge < ActiveRecord::Base
  has_many :challenge_photos, :dependent=>:destroy
  has_many :photos, :through=>:challenge_photo
end

challenge_photo.rb

class ChallengePhoto < ActiveRecord::Base
  belongs_to :challenge
  belongs_to :photo

  before_destroy :optout

  def optout
    Rails.console.log("Opting out")
  end
end

photo.rb

class Photo < ActiveRecord::Base
  has_many :challenge_photos, :dependent=>:destroy
  has_many :challenges, :through=>:challenge_photos
end