I've never heard this before, do you have any further details? I usually travel light with just a small rucksack that can fit under my seat etc. but when I do have a large bag I often place it (unlabelled) on the end of carriage racks. I could do with knowing if I should label it.
Sorry, meant to say abroad. SNCF had notices and signs, and I believe Eurostar asks too. Not that they are that proactive in enforcing it as far as I can see.
Eurostar is obviously forced reservations but I am not sure every operator that asks for bags to be labelled requires the owner to be in a seat?