electromagnetic radiation - How does an Inductor "store" energy?

It seems to me that an electromagnetic field is nothing more than a collection of photons, which as I've heard, extends through space infinitely. Why is it, then, that an inductor such as simple copper wire loop, can "store" energy in it as an electromagnetic field? Wouldn't the photons or waves of EMF just fly away into space and be lost (the energy would be lost, not stored), how is it that this energy is stored as if the photons would fall back down and hit the wire to create current when the field collapses?