You can place the corresponding caption in each one of the A3 pages and then use the addtolist option of \includepdf (refer to the package documentation for details on the arguments of the option) to add the caption to the list of figures and to assign a label to the figure. A simple example: first, let's create a test A3 page containing an image (the demo option is only to make the example compilable for everyone):
\documentclass{article}
\usepackage[a3paper]{geometry}
\usepackage[demo]{graphicx}
\usepackage{caption}
\begin{document}
\begin{center}
\includegraphics[width=\textwidth,height=0.5\textheight]{figure}
\captionof{figure}{A test figure included with the help of the \texttt{pdfpages} package}
\end{center}
\end{document}
Let's call the above document figone.tex, and compile it to obtain figone.pdf; for convenience in the example, save it in your current working directory.
Now, your main file can look something like this:
\documentclass{article}
\usepackage{pdfpages}
\usepackage{lipsum}% just to generate filler text
\usepackage{hyperref}
\begin{document}
\listoffigures
\lipsum[1-10]\clearpage
\includepdf[pages=1,noautoscale,addtolist={1,figure,A test figure included with the help of the \texttt{pdfpages} package,fig:test1}]{figone}
\lipsum[1-10]
See Figure~\ref{fig:test1} on page~\pageref{fig:test1}
\end{document}
Compile the above document twice and you will have a five page document, with the A3 page included, having its entry in the LoF. You will also have the possibility to refer to that figure with \ref and \pageref, and hyperref will create the correct hyperlinks.
\includegraphics[height=\textheight,page=1]{a3file}. – Martin Scharrer Jun 22 '11 at 10:37