With Haskell, you really don't need to think in recursions explicitly.
factorCount number = foldr factorCount' 0 [1..isquare] -
(fromEnum $ square == fromIntegral isquare)
where
square = sqrt $ fromIntegral number
isquare = floor square
factorCount' candidate
| number `rem` candidate == 0 = (2 +)
| otherwise = id
triangles :: [Int]
triangles = scanl1 (+) [1,2..]
main = print . head $ dropWhile ((< 1001) . factorCount) triangles
In the above code, I have replaced explicit recursions in @Thomas' answer with common list operations. The code still does exactly the same thing without us worrying about tail recursion. It runs (~ 7.49s) about 6% slower than the version in @Thomas' answer (~ 7.04s) on my machine with GHC 7.6.2, while the C version from @Raedwulf runs ~ 3.15s. It seems GHC has improved over the year.
PS. I know it is an old question, and I stumble upon it from google searches (I forgot what I was searching, now...). Just wanted to comment on the question about LCO and express my feelings about Haskell in general. I wanted to comment on the top answer, but comments do not allow code blocks.