As many of you are no doubt aware, Bank Box (or bag, for that matter) labels have an annoying tendency to 'forget' any labels you give them, but I have found a solution that (so far) works! What is funny is how simple it is.
The solution: label the boxes (or bags) while they are in your inventory (or in a bag that is in your inventory) and then put them in the bank. I have been doing this this evening, and they have all "remembered" their labels (so far).
*knocks on wood*