The subfig package is known to have problems with hyperref. You could give my subcaption package a try instead:
\documentclass[a4paper]{book}
\usepackage[utf8]{inputenc}
\usepackage[russian]{babel}
\usepackage[T2A]{fontenc}
\usepackage[demo]{graphicx}
\usepackage[config,font=small,labelsep=period]{caption}
\usepackage{subcaption}
\usepackage[unicode]{hyperref}
%use russian alphabet for subfigure counter
\makeatletter
\def\thesubfigure{\textit{\asbuk{subfigure}}}
\providecommand\thefigsubsep{,~}
\def\p@subfigure{\@nameuse{thefigure}\thefigsubsep}
\makeatother
\begin{document}
\chapter{Sample Chapter}
\appendix
%use russian alphabet for appendix counter
\makeatletter
\gdef\thechapter{\@Asbuk\c@chapter}
\makeatother
\chapter{Sample Appendix}
Reference \ref{fig_images}, also \ref{fig_image1} and \ref{fig_image2}.
\begin{figure}
\centering
\subcaptionbox{\label{fig_image1}}{\includegraphics[width=0.15\linewidth]{image1}}
\hspace{0.15\linewidth}
\subcaptionbox{\label{fig_image2}}{\includegraphics[width=0.15\linewidth]{image2}}
\caption[]{\label{fig_images}
Images:
\subref{fig_image1}~---~first;
\subref{fig_image2}~---~second;
}
\end{figure}
\end{document}
(I'm sorry for the shameless self-advertisement, but the problems of subfig with hyperref were one of the many reasons why I wrote the subcaption package.)
Addendum:
As opposite to the subfig package the subcaption package will only typeout the value of \thesubfigure resp. \thesubtable as reference since this is the behaviour of all other references as well, e.g. references to figures or sections. So if one want to have the parenthesis (or other decorative elements) in references, one have to add them there and remove them from the label format (so they will not appear twice there), e.g. by using the option labelformat=simple. For example:
\documentclass[a4paper]{book}
\usepackage[utf8]{inputenc}
\usepackage[russian]{babel}
\usepackage[T2A]{fontenc}
\usepackage[demo]{graphicx}
\usepackage[config,font=small,labelsep=period]{caption}
\usepackage[labelformat=simple]{subcaption}
\usepackage[unicode]{hyperref}
%use russian alphabet for subfigure counter
\makeatletter
\def\thesubfigure{(\textit{\asbuk{subfigure}})}
\providecommand\thefigsubsep{,~}
\def\p@subfigure{\@nameuse{thefigure}\thefigsubsep}
\makeatother
\begin{document}
\chapter{Sample Chapter}
\appendix
%use russian alphabet for appendix counter
\makeatletter
\gdef\thechapter{\@Asbuk\c@chapter}
\makeatother
\chapter{Sample Appendix}
Reference \ref{fig_images}, also \ref{fig_image1} and \ref{fig_image2}.
\begin{figure}
\centering
\subcaptionbox{\label{fig_image1}}{\includegraphics[width=0.15\linewidth]{image1}}
\hspace{0.15\linewidth}
\subcaptionbox{\label{fig_image2}}{\includegraphics[width=0.15\linewidth]{image2}}
\caption[]{\label{fig_images}
Images:
\subref{fig_image1}~---~first;
\subref{fig_image2}~---~second;
}
\end{figure}
\end{document}
2nd Addendum (updated on 2011/08/19):
The subcaption package does support different look & feel for references and sub-references since version 1.1 from 2011/08/18, using the new option "subrefformat=". For example:
\documentclass[a4paper]{book}
\usepackage[utf8]{inputenc}
\usepackage[russian]{babel}
\usepackage[T2A]{fontenc}
\usepackage[demo]{graphicx}
\usepackage[config,font=small,labelsep=period]{caption}
\usepackage[subrefformat=parens]{subcaption}
\usepackage[unicode]{hyperref}
%use russian alphabet for subfigure counter
\makeatletter
\def\thesubfigure{\textit{\asbuk{subfigure}}}
\providecommand\thefigsubsep{,~}
\def\p@subfigure{\@nameuse{thefigure}\thefigsubsep}
\makeatother
\begin{document}
\chapter{Sample Chapter}
\appendix
%use russian alphabet for appendix counter
\makeatletter
\gdef\thechapter{\@Asbuk\c@chapter}
\makeatother
\chapter{Sample Appendix}
Reference \ref{fig_images}, also \ref{fig_image1} and \ref{fig_image2}.
\begin{figure}
\centering
\subcaptionbox{\label{fig_image1}}{\includegraphics[width=0.15\linewidth]{image1}}
\hspace{0.15\linewidth}
\subcaptionbox{\label{fig_image2}}{\includegraphics[width=0.15\linewidth]{image2}}
\caption[]{\label{fig_images}
Images:
\subref{fig_image1}~---~first;
\subref*{fig_image2}~---~second;
}
\end{figure}
\end{document}
\thesubfigureresp.\thesubtableas reference. So if you want the parenthesis in your references, too, one have to add them there and to remove them from the caption label so they will not appear twice in the figure. In detail one have to load the subcaption package with the optionlabelsep=simpleand to add the parenthesis to\thesubfigure. I will add this as 2nd solution right now. – Aug 12 '11 at 19:15\subref, but it also it leads to parenthesis in\refoutput, e.g.\ref{fig_image1}outputsA.1, (a), butA.1, aexpected. – TheBug Aug 12 '11 at 19:59\refand\subref? Unfortunately the subcaption package does not support it yet because no-one has asked for such feature yet. Will add it to the very next version... Until then, someone needs to patch\subreffor himself. Will add an example as 2nd addendum right now... – Aug 12 '11 at 20:10subrefformat=..., so patching\subrefis not necessary anymore. Will update my answer right now... (Furthermore I have extended thesubcaptionpackage documentation regarding references.) – Aug 19 '11 at 19:47\gdef\thechapter{\@Asbuk\c@chapter}– Jun 22 '14 at 07:19