You can add the label as second node over the other one.
\documentclass{article}
\usepackage{tikz}
\begin{document}
\begin{tikzpicture}
\node [draw,rounded corners=2pt,fill=blue!20,inner sep=1em] (A)
{Node content};
\node [anchor=north west,font=\tiny\color{red}] at (A.north west)
{label};
\end{tikzpicture}
\end{document}

There is also the label key (see the pgfmanual section 16.10 The Label and Pin Options, page 194) which exists for adding labels like that. Unfortunately the label can only be on the outside of the node. I didn't found out how to place them inside yet. A negative label distance seems to have no effect.
\node [draw,rounded corners=2pt,fill=blue!20,inner sep=1em,label={[red]north west:\tiny Label outside}] (A)
{Node content};