The developers at Facebook have brought PHP developers a powerful REPL now ala-Python to round out a solid toolbox that PHP developers already have. The project is called phpsh and is written in Python.
He includes the commands you'll need to get it pulled from github and working, providing you with an interactive shell right on your local machine (more powerful than the built-in PHP shell). You can also grab a zip or gzipped archive for download. For complete details on the tool and how to use it, see phpsh.org.