On PHPBuilder.com today there's a tutorial introducing you to OAuth and how to use it in your PHP applications.

Oauth is an open standard for authorization that allows secure authorization from web, mobile and desktop applications. This standard allows a third-party application to gain access to a HTTP service, i.e. it enables users to share their resources from one website with another website without having to give out their credentials (usually username and password). [...] Oauth authorization is carried out in 3 steps: obtain a request token, authorize request token and exchange request token for an access token.

They introduce you to some of the basic concepts behind OAuth and how the process works (complete with a handy graphic). They then show how to use OAuth to connect to the Facebook API, both in Javascript then PHP. This is followed with two other examples referencing popular social sites Twitter and Foursquare, hitting their APIs with simple authentication requests.