This is a major pitfall of Facebook as there is no setting to automatically stop people from doing this. There is nothing like going out on the razz and then finding your face plastered (in all senses) all over FB for the world to see, including family, spouses and possibly future employers!
You can untag each photo individually but I have better things to do than go searching for them all. Plus, I don’t want to offend the person who tagged me in the first place.
The only solution I found was to limit who can see the tags to ‘just you’. Try this and let me know if it works and if you know a better way do let me know!