RefTeX needs to be aware of the environments which can be referenced with a label (i.e., which carry their own counters). By default, RefTeX recognizes all labeled environments and macros discussed in The LaTeX Companion by Goossens, Mittelbach & Samarin, Addison-Wesley 1994.. These are:
\footnotemacro (this is the LaTeX core stuff)
subequations(from AMS-LaTeX's amsmath.sty package)
\endnotemacro (from endnotes.sty)
If you want to use other labeled environments, defined with
\newtheorem, RefTeX needs to be configured to recognize
them (see Defining Label Environments).