UIScrollView in paging mode assumes the pages are located right next to each other, with no gap. However if you open a photo in the Photos app and swipe through photos, you
Note that this answer is quite old. The basic concept still works but you should not be hard coding view sizes in iOS7 and 8. Even if you ignore that advice, you should not use 480 or 330.
Have you tried making the frame of the UIScrollView slightly larger than the screen (assuming that you want to display your images fullscreen and then arranging your subviews on the same slightly-larger-than-the-screen boundaries.
#define kViewFrameWidth 330; // i.e. more than 320
CGRect scrollFrame;
scrollFrame.origin.x = 0;
scrollFrame.origin.y = 0;
scrollFrame.size.width = kViewFrameWidth;
scrollFrame.size.height = 480;
UIScrollView* myScrollView = [[UIScrollView alloc] initWithFrame:scrollFrame];
myScrollView.bounces = YES;
myScrollView.pagingEnabled = YES;
myScrollView.backgroundColor = [UIColor redColor];
UIImage* leftImage = [UIImage imageNamed:@"ScrollTestImageL.png"];
UIImageView* leftView = [[UIImageView alloc] initWithImage:leftImage];
leftView.backgroundColor = [UIColor whiteColor];
leftView.frame = CGRectMake(0,0,320,480);
UIImage* rightImage = [UIImage imageNamed:@"ScrollTestImageR.png"];
UIImageView* rightView = [[UIImageView alloc] initWithImage:rightImage];
rightView.backgroundColor = [UIColor blackColor];
rightView.frame = CGRectMake(kViewFrameWidth * 2,0,320,480);
UIImage* centerImage = [UIImage imageNamed:@"ScrollTestImageC.png"];
UIImageView* centerView = [[UIImageView alloc] initWithImage:centerImage];
centerView.backgroundColor = [UIColor grayColor];
centerView.frame = CGRectMake(kViewFrameWidth,0,320,480);
[myScrollView addSubview:leftView];
[myScrollView addSubview:rightView];
[myScrollView addSubview:centerView];
[myScrollView setContentSize:CGSizeMake(kViewFrameWidth * 3, 480)];
[myScrollView setContentOffset:CGPointMake(kViewFrameWidth, 0)];
[leftView release];
[rightView release];
[centerView release];
Apologies if this doesn't compile, I tested it in a landscape app and hand edited it back to portrait. I'm sure you get the idea though. It relies on the superview clipping which for a full screen view will always be the case.