There is a useful
RZM publication in the downloads section which shows the various types and placements of RZM labels in 1936. Some items had the label sewn into a specific position for example the HJ greatcoat whereas something like the brown HJ shirt had a disposable paper label on a piece of string (Siegelmarke) that was looped around a specified button. The BDM/JM blouse at this time also had a paper label as did the male and female shorts. Other items like cloth badges just had the little RZM paper rectangle stuck onto them. At some point things seem to have changed for certain items. For example, in 1936 the HJ/DJ summer cap had a disposable paper label applied to the inside but in later years we see these caps with permanent labels sewn in at a specific position. I couldn't say when that began to happen but hopefully other members can help there.
Another thing to note is that items may have survived which never had an RZM label even when the RZM would normally have required it. These would include items made privately but in accordance with RZM-authorised patterns and cloth. It's a big subject but a look through the 1936 publication is a good start.