SMS - Unlinked Inbound Texts and Attachments
If an inbound text with attachments (media) can't be linked to a case, the attachments can be downloaded from the SMS Log entry.
These files can also be found via Search > Documents. Suggested search is 'received mms yyyy-mm-dd' (substituting the relevant date) on the default Title field. These files will not have a case link in the Path to Document column of the search results, so are fairly easy to spot.