This only applies to OSX 10.11 - El Capitan - Public Beta 1
In the latest 10.11 beta, 127.0.0.1 is blocked. The solution? Use 127.0.0.2. To do this:
First add 127.0.0.2 to the loopback alias sudo ifconfig lo0 alias 127.0.0.2 up
Modify your pf rule to use the the new alias. rdr pass proto tcp from any to any port 80 -> 127.0.0.2 port 8080
For @williamcwilliams (in comments above), just drop the anchor and it'll work.
echo "rdr pass proto tcp from any to any port -> 127.0.0.2 port 8080" | pfctl -Ef -
<-- Be sure to add this last tick, you're piping in STDIN)