Why do you want/need to?
Don't actually know, I have just completed my first brochure to go to the printers and they are querying the pictures as being RGB???
When you export the PDF, choose Convert to Destination and choose the correct CMYK output profile if your printer is not capable of doing the conversion at the RIP (a better choice).
Leave all your images (not vectors) in RGB with profile when you place them into InDesign.
If the printer needs your PDFs in CMYK then convert them to the required color space upon PDF export, do the very same, when the printer requires RGB (mostly when printed digitally), convert them into the required RGB colorspace.
But if you export a valid PDF/X-3 or X-4 you can all images leave as they are. But if the printer wants RGB you have to give him RGB.
Using RGB images gives you more flexibility than using CMYK.
Adobe most strongly recommends a PDF print publishing workflow in which content is maintained at the highest level of abstraction until it is actually rendered. That includes maintaining digital imagery in its original color space tagged with an ICC color profile (i.e., sRGB, Adobe RGB, etc.) and maintaining live transparency (i.e, no flattening). Unless you know exactly what the final printing conditions are - color space and device resolution - converting RGB to CMYK and/or flattening transparency yourself may very well result in less than optimal print results.
This workflow is best accomplished by using the PDF/X-4 export settings, modifying same only to specify the correct output profile (typically provided by your print service provider).
Unless you are dealing with a printer who either has really ancient workflow software, isn't trained in properly using same, or is clueless as to advances in print technology in the last number of years, you should be able to submit your PDF/X-4 file exported from InDesign with RGB imagery and live transparency directly. Using the embedded ICC profiles, the RIP or the digital printer should be able to handle the color conversions and flattening optimally. Even if your print service provider is printing PostScript, Acrobat Pro can very easily handle PDF/X-4 and the color conversions and flattening necessary for reliable output to PostScript devices.