You can, however, untag yourself, a procedure which removes the photo from your profile. You can also change your privacy settings to control how tags are handled in the future.
Sign in to your Facebook account from a Web browser and navigate to your profile page.
Click “Photos” and scroll down to the section labeled Photos and Videos of You. This section displays all of the photos in which you're tagged.
Click on the photo that you want to untag to open it in the the photo viewer.
Mouse over the photo in the photo viewer and click the “options” button that appears. Select “Report/Remove Tag.”
Check “I want to remove the tag” and click “Continue.” The tag is removed immediately and you're presented with the option to complete a survey about why you untagged the photo; click “No” if you don't want to participate.
Controlling Future Tags
Click the arrow in the upper right corner of your Facebook homepage and select “Privacy Settings.”
Click “Edit Settings” in the Timeline and Tagging section.
Click “Off” next to the option that asks if you want to review tags before they're posted to your Timeline. In the window that appears, click the drop-down menu and select “Enabled.” When friends tag you in a status update or photo, you'll be notified and have the option to decline being tagged.
Select whether you want all of your friends, just a few or none to be able to see posts in which you're tagged by clicking the drop-down menu next to the fourth option.
Choose whether you want to review tags that friends add to your own posts by clicking on the drop-down menu and selecting the option to enable Tag Review.
Click “Friends” next to the last option and select “No One” from the drop-down menu to disable your profile from appearing as a suggested tag.
Click “Done” to save all of your changes.