We have synthesized two iron fluo-arsenides $A$Ca$_2$Fe$_4$As$_4$F$_2$ with $A$ = Rb and Cs, analogous to the newly discovered superconductor KCa$_2$Fe$_4$As$_4$F$_2$. The quinary inorganic compounds crystallize in a body-centered tetragonal lattice with space group I4/mmm, which contain double Fe$_2$As$_2$ layers that are separated by insulating Ca$_2$F$_2$ layers. Our electrical and magnetic measurements on the polycrystalline samples demonstrate that the new materials undergo superconducting transitions at Tc = 30.5 K and 28.2 K, respectively, without extrinsic doping. The correlations between Tc and structural parameters are discussed.