I am generating a PDF report using XSL-FO with running
records. I want that a standard header like

----------------------------------------
label1   label2   label3
----------------------------------------

appear on all pages of my report.

Put the heater in the fo:table-header and use
table-omit-header-at-break="false" on your fo:table.
See
  http://www.w3.org/TR/xsl/slice7.html#table-omit-header-at-break
and
  http://www.w3.org/TR/xsl/slice6.html#fo_table-header

BTW:
1. This is a FAQ.
2. You should have changed the subject.