My Nikon D300s has an option to enable shooting w/o memory card(s). I used this option when I first bought my camera to test things out. It allowed shooting but did not keep image anywhere that I was aware of. Next day I bought a card.
MT Shooter wrote:
I shoot Nikons so I cannot say for Sony, but a Nikon DSLR will not even let you shoot without a memory card inserted. My Nikon S6100 P&S will let me record up to 99 images internally without a memory card inserted, so I guess its possible. If your Sony will let you review the images then they are in an internal memory somewhere and you should be able to retrieve them.