The Series 800 name is mentioned twice in the script for Terminator 2: Judgement Day:
TILT UP, revealing a humanoid machine holding a massive battle rifle. It looks like a CHROME SKELETON... a high-tech Death figure. It is the endoskeleton of a Series 800 terminator. Its glowing red eyes compassionlessly sweep the dead terrain, hunting.
We realize now that the cop is a terminator too. We don't know the details yet, but let's call him the T-1000 (since that's what he is). A newer model than the one we've come to know so well (the 800 Series "Arnold"). This guy's a prototype... and he's got quite a few surprises.
Additionally, the Terminator Wiki's article on the T-800 mentions in the references that the HUD identifies it as a Series 800 in Terminator 2 (I'm not sure if this is only in the deleted scene mentioned in @DisturbedNeo's answer or if it also appears in another scene as well). The references also note that James Cameron referred to both the Series 800 and 1000 Terminators in the Terminator 2 commentary. (The commentary is not available to me at this time so I can't confirm.)
The Terminator Wiki's article on the Model 101 also has a screenshot from the Terminator 2 teaser trailer showing the Series 800 designation:
Note that "Model 101" refers to the human appearance of the Terminator (Arnold Schwarzenegger) rather than the model (series) of the endoskeleton. Other models have different appearances, such as the Future Terminator (Model 102) portrayed by Franco Columbu.