A year or so ago I posted EXACTLY what you need - but I can't find it!.
It might be at work?, I'll have a look tomorrow.
Essentially it's just a low value resistor in series with the mains, the voltage drop across it is used to trigger a thyristor, which turns a relay ON, and the relay is used to turn an indicator light ON or OFF.
I got the (very simple) circuit from a commercially available unit that I was asked to try and repair - it was used in a school to monitor an extractor fan that was used to remove potential Radon gas build-up. In the event there was no fault with it - they expected the light to be ON all the time, where it was actually designed to only come ON if the fan failed. As it had an SPDT relay in the unit, I rewired it to the other contact to work in the way they expected.