You could sue him, but I don't know that there would be any real value to such a suit. In most lawsuits, you need to demonstrate some "damage". Damages are usually quantified as a dollar value. In your situation, it would seem problematic to demonstrate that you had suffered any damages. Additionally, such a lawsuit could take a lot of time and money. Short answer, it's probably not worth the hassle.
A more prudent course of action would be a demand letter. An attorney could write a letter for you demanding that he take down the picture. The letter would further state that, if he doesn't comply, you will file a lawsuit at that point. Most people will receive such a letter and quickly comply.
As to the phone, if he still hasn't returned it, then call the police. Even though you may have accidentally left it behind, his refusal to return it to you could be considered a theft.
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