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ZF alone does not prove that every PID is a UFD, according to this paper: Hodges, Wilfrid. Läuchli's algebraic closure of $Q$. Math. Proc. Cambridge Philos. Soc. 79 (1976), no. 2, 289--297. MR 422022.

One result in this paper is the following:

COROLLARY 10. Neither (a) nor (b) is provable from ZF alone:
(a) Every principal ideal domain is a unique factorization domain.
(6) Every principal ideal domain has a maximal ideal.

By the way, I didn't know the answer to this question until today. To find the answer, I consulted Howard and Rubin's book Consequences of the Axiom of Choice. (Actually, I did a search for "principal ideal domain" of their book using Google Books.)

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