I just bought a Hunter 44110 thermostat for an old gas wall heater. Only two wires came out of the wall and were unmarked (even the old thermostat didn't identify + and ground). I have read the instructions and connected one wire to ground and the other wire to RH. Note there is a jumper between RH and RC, it does not seem to turn on if I just connect to RH without the jumper. I have programmed the thermostat to turn on and off at different times of the day, but it only turns on if fan is on (auto never turns it on) and it has to be manually shut off. I have also tried reversing the wires with similar results. Any suggestions how I can make this thermostat work properly?

You will have to pull a separate power wire or buy a battery powered thermostat. All of this should be in your install papers. One other thing you would be better off tossing the Hunter and getting a Honeywell stat.