Some record labels have devoted collectors, and original pressings on those labels can be very valuable. But the label alone doesn't set the price. The same album on the same label can be worth a few dollars or a few hundred depending on the pressing and condition.
Jazz
Original 1950s and '60s pressings on labels like Blue Note, Prestige, Riverside, Impulse!, Contemporary, Verve and Bethlehem are among the most collected records. Details like the address on the label, deep grooves pressed into the label area, and engineer stamps in the runout matter a lot. See selling jazz records.
Soul and funk
Original pressings on labels like Motown, Stax, Atlantic and many small regional labels are in demand, especially funk and soul that sold in small numbers at the time. See selling soul and funk records.
Rock and psych
Early pressings of major rock albums can be valuable in top condition, and small-label psych and garage records can be very rare. See selling rock records.
Punk and hardcore
Early punk and hardcore records were often pressed in small runs by independent labels. First pressings, colored vinyl and original inserts can be worth far more than later versions. See selling punk records.
Imports and special pressings
Japanese pressings with their paper strip (the "obi") intact, promotional copies, and test pressings often sell for more than standard copies.
Not sure what you have? Send photos of the labels and we'll tell you.