I've tried connecting a resistor as the load but it didn't have any effect.

I've actually got 2 circuits. The one described in the initial post is a test circuit to try to isolate a problem I was seeing in the full circuit. The scope ground is connected to the negative side of the rectifier output in both circuits.

The full circuit has 2 resistors used as a voltage divider between the rectifier output and a PIC chip. It also uses 6 diodes for the rectifier to ensure the rest of the circuit doesn't affect the zero crossing detection.
The PIC chip is also only seeing half of the zero crossings (which is what prompted testing with a scope).
I've attached a rough schematic with the relevant parts of the full circuit.

Name: PFC Schematic.png Views: 1777 Size: 37.0 KB