We present XMM-Newton Reflection Grating Spectrometer observations of pairs of X-ray emission line profiles from the O star Zeta Pup that originate from the same He-like ion. The two profiles in each pair have different shapes and cannot both be consistently fit by models assuming the same wind parameters. We show that the differences in profile shape can be accounted for in a model including the effects of resonance scattering, which affects the resonance line in the pair but not the intercombination line. This implies that resonance scattering is also important in single resonance lines, where its effect is difficult to distinguish from a low effective continuum optical depth in the wind. Thus, resonance scattering may help reconcile X-ray line profile shapes with literature mass-loss rates.