In a recent post to his blog Artur Ejsmont looks at an attack that could potentially leave a hole open in your PHP-based application for a cross-site scripting (XSS) attack - HTTP response splitting (mail headers too).
There are two similar security issues both taken care of by Suhosin patch and strict escaping/encoding rules. They both relate to injecting new lines into headers of network protocols. They are not very well known and i think its worth mentioning it. HTTP response splitting is a web based attack where hacker manages to trick the server into injecting new lines into response headers along with arbitrary code. If you use GET/POST parameters in the headers like cookie or location, then someone could provide new lines with XSS attack.
He gives some examples of how it might work via the header function so that superglobals might be abused (like adding information on the URL to inject into $_GET). To prevent the attack, you just have to ensure that no special characters make it into the headers or cookies. He also mentions that the Suhosin patch takes care of the issue automatically.