Thanks for the tips Steven.
It was my error. I tried deleting the files from the server and hit refresh on the browser and the gallery was still showing. I knew something was up. Prior to going live with the site, I had the website on a different host. When I moved the site over to the new host, I forgot to update the iframe URL to the gallery files. OOPS!
Thanks for the troubleshooting tip to help me figure out what was going on. I was racking my brain trying to figure out why it wasn't changing on the server.
During this process, I found out that when making changes, it is best to create a new gallery instead of trying to delete items from an existing gallery. That way the XML file does not have an opportunity to still include the images I am trying to delete.