You can either do this globally, by changing the privacy setting for EVERYTHING you previously published, or individually, by changing the privacy setting on each photo or photo album you've previously published, one at a time.
Change Photo Album Privacy Settings
You can easily change the privacy setting for any photo album you previously created. Go to your Timeline/profile page, then click "photos" in the left sidebar to see a list of your photo albums, as shown in the image above.
Click on the particular album you want to change, then click "Edit Album" when that photo album appears on the right. A box will pop up with information about that album. At the bottom will be a "Privacy" button allowing you to change the audience that's allowed to see it. In addition to "Friends" or "Public," you can choose "Custom" and either create a list of people you want to see it or select an existing list you previously created.
Change Individual Photo Privacy SettingFor individual photos that you posted through the Facebook publishing box, you can change the privacy settings by scrolling back through your Timeline or finding them on your Wall and clicking the audience selector or privacy button, as described above.
Change Privacy Settings for All PhotosYou can select your "Wall Photos" Album, then click "Edit Album" and use that audience selector button to change the privacy setting on all the Wall/Timeline photos you've posted. It just takes one click.
Alternatively, you can change the privacy setting on everything you have ever posted to Facebook with a single click. That's a big change that can't be undone, though. It applies to all your status updates as well as photos.
If you still want to do it, go to your general "Privacy Settings" page by clicking on the down arrow at the top right of your Facebook home page. Look for "Limit the Audience for Past Posts" and click the link to the right of it, which says "Manage Past Post Visibility." Read the warning, then click "Limit Old Posts" if you still want to take everything private, making it visible only to your friends.
Learn about photo tags on the next page.