Word has no built-in functionality for swapping the orientation of a page and objects on it (not that the latter should be necessary - presumably you'd want portrait photos to remain portrait and landscape photos to remain landscape; all you'll want is to re-size them). Furthermore, when you change orientation, you also need to consider what you want to happen with headers & footers. Sometimes it's just easier to rotate the photos and use textboxes or tables for captioning so you can rotate the text in them, too.

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Cheers,
Paul Edstein
[Fmr MS MVP - Word]