He thought as a consequence for him loving Martha more than his men, Ted Lavender had died. The morning after Lavender died, Lieutenant Cross burned Martha's letters and the two photographs. He believe the gesture was stupid but also sentimental. He realized he couldn't burn the blame, that Lavender was dead. Even though the letters were burned they were still in his head, he could still picture Martha playing volleyball. He then decided he hated her. Love, but still hated. I guess he loved her even if he hated her.
To conclude, there were people like Henry Dobbins who carried his girlfriend's pantyhose or Michelle Sanders who carried condoms. Meanwhile, Lieutenant Jimmy Cross who carried less odd things like letters, photographs and a small pebble. Some things they carried were unusual but to them it could have been the most normal thing. They could have carried whatever they wanted from the most unnatural thing to the most logical item. At the end of the day it was after all ‘the things they