We demonstrate the existence of self-consistent Bloch modes in resonant nonlinear photonic crystals with a complex, intensity-dependent, and frequency-dependent dielectric function. Such a dielectric response may arise by "doping" the photonic crystal with resonant quantum dots, atomic impurities, or other two-level light emitters. These exact solutions of the nonlinear electromagnetic wave equation exhibit Bloch periodicity and describe fundamental eigenmodes of an active photonic crystal under incoherent pumping. In a simple model two-dimensional photonic crystal, doped with active two-level atoms, the optical field intensity of these waves shows a laserlike threshold behavior with pumping. This appears to be a universal property of active, nonlinear photonic crystals and photonic band gap materials, arising from multidirectional distributed feedback. We describe an iterative technique for computing the detailed properties of these exact, self-consistent nonlinear waves in strongly scattering photonic crystal architectures with regions of gain and loss.