To clarify my original post, just a little. Tags and schedules can see and report information about rooms, spaces, doors, walls - whatever, from a linked model, so the details about any family in a linked model is visible, and readable in the host model.
But, as far as I know, tags are the only family that has access to that info. If I link in a model with a room, and place any object in that room, my object does not know that its in the room. I can tag the room, and see the room name and number - I do that on every project. But I cannot, for example, create a schedule of things in my model that also lists what room they are in (even if the objects are room/space aware).
There are some good replies about making models room bounding, and about how to add the rooms in a linked model to a schedule. But they don't address the wish - which is to have an object (not a tag, not a schedule) in one model know what room it's in when the room is in another model.