<figure> <img src="url/myimage.jpg"> <figcaption>this is the caption blah</figcaption> </figure>
It depends on what richtext editor you're using. If you're using redactor (recommended) from modmore then you can just go into system settings and specifify allowed tags or denied tags. Though I think by default redactor accepts valid html5 tags.
Though I should add it's not recommended that you include html in your rich text editor as it should only be used for basic content editing.
I haven't used it for a while but check system settings for options to allow tags, if not you'll have to dig around the code base for where to insert allowed tags.
Yeah it'll usually save the tags the first time but as soon as you go and view the html and switch back to the editor it'll probably strip it out.