This use of "should" appears to be called expressing the conditional mood. The New Oxford American Dictionary describes it in the following way:
(formal) expressing the conditional mood
- (in the first person) indicating the consequence of an imagined event:
if I were to obey my first impulse, I should spend my days writing letters- referring to a possible event or situation:
if you should change your mind, I'll be at the hotel
should anyone arrive late, admission is likely to be refused
(I added emphasis to the part most relevant to your question.)
Often, at least to my ear, this use of "should" carries a connotation of improbability. Example:
In the [unlikely] event that you should need to complain, please email the management team directly.