The grammar in the reference for loop (http://doc.rust-lang.org/reference.html#infinite-loops) uses the word "lifetime" to describe the label, but given that "lifetime" is term that means something very different, it's a little confusing.
Additionally, judging by https://github.com/rust-lang/rust/blob/master/src/libsyntax/parse/parser.rs#L2162-L2176, for loops and while loops also support labels, but that isn't mentioned for them.