Interactive Shell and Interactive Mode are not the same thing, despite the similar names and functionality.

If you type 'php -a' and get a response of 'Interactive Shell' followed by a 'php>' prompt, you have interactive shell available (PHP was compiled with readline support). If instead you get a response of 'Interactive mode enabled', you DO NOT have interactive shell available and this article does not apply to you.

You can also check 'php -m' and see if readline is listed in the output - if not, you don't have interactive shell.

Interactive mode is essentially like running php with stdin as the file input. You just type code, and when you're done (Ctrl-D), php executes whatever you typed as if it were a normal PHP (PHTML) file - hence you start in interactive mode with '<?php' in order to execute code.

Interactive shell evaluates every expression as you complete it (with ; or }), reports errors without terminating execution, and supports standard shell functionality via readline (history, tab completion, etc). It's an enhanced version of interactive mode that is ONLY available if you have the required libraries, and is an actual PHP shell that interprets everything you type as PHP code - using '<?php' will cause a parse error.

Finally, if you're running on Windows, you're probably screwed. From what I'm seeing in other comments here, you don't have readline, and without readline there is no interactive shell.

In Windows, press Enter after your ending PHP tag and then hit Ctrl-Z to denote the end-of-file:

C:\>php -a
Interactive mode enabled

<?php
echo "Hello, world!";
?>
^Z
Hello, world!

You can use the up and down arrows in interactive mode to recall previous code you ran.

For use interactive mode enabled on GNU/Linux on distros Debian/Ubuntu/LinuxMint you must install "php*-cli" and "php*-readline" packages from official repository.
Example:
 >$sudo aptitude install php5-cli php5-readline

After that you can use interactive mode.
Example:
~ $ php -a
Interactive mode enabled

php >echo "hola mundo!\n";
hola mundo!
php >

I hope somebody help it!

Just a few more notes to add...

1) Hitting return does literally mean "execute this command".  Semicolon to note end of line is still required.  Meaning, doing the following will produce a parse error:

php > print "test"
php > print "asdf";

Whereas doing the following is just fine:

php > print "test"
php > ."asdf";

2) Fatal errors may eject you from the shell:

name@local:~$ php -a
php > asdf();

Fatal Error: call to undefined function...
name@local:~$

3) User defined functions are not saved in history from shell session to shell session.

4) Should be obvious, but to quit the shell, just type "quit" at the php prompt.

5) In a sense, the shell interaction can be thought of as linearly following a regular php file, except it's live and dynamic.  If you define a function that you've already defined earlier in your current shell, you will receive a fatal "function already defined" error only upon entering that closing bracket.  And, although "including" a toolset of custom functions or a couple of script addon php files is rather handy, should you edit those files and wish to "reinclude" it again, you'll cause a fatal "function x already defined" error.

If you delete your "~/.php_history", you MUST re-create the file manually!

Because after I deleted my history file, "php -a" (interactive mode) never saved any history anymore.

It only started working after I ran "touch ~/.php_history" to create an empty file. From then on, PHP is saving history again!

I thought this was a bit unusual. Normally, applications recreate their history files themselves. But just be aware of the fact that PHP works this way instead, guys and girls! :-)

When adding colours, don't forget that PHP uses the same 'readline' as Bash does, so it has the same need to wrap all colour codes in special marker characters.

If you simply add raw colour codes to the prompt, you will notice that long lines no longer get wrapped correctly -- Readline no longer knows how wide the prompt is.

To fix this, you need to start each colour code with an '0x01' byte (aka Ctrl-A aka SOH) and end it with the '0x02' byte (aka Ctrl-B aka STX). There are no escapes for these -- you have to literally put the control characters in your php-cli.ini.

For example:

<?php

// cli.prompt = <SOH>\e[1m<STX> PHP! \> <SOH>\e[m<STX>

echo "cli.prompt = \x01\\e[1m\x02 PHP! \x01\\e[m\x02\n";
?>

Note that destructors will not be triggered when exiting interactive shell by any method. (Like CTRL + D, CTRL + Z or CTRL + C).

Since the interactive shell is effectively a continuous runtime, the "end of script" condition is never met for a destructor to run. And exiting the interactive shell is not considered end of script but rather the end of interpreter process. And since the process is dead; it can't run the destructor.

Therefore the only way for a destructor to run is that you remove all the references to the corresponding object. Like:

<?php

class A {
    public function __destructor() {
        // This will never run after ending PHP interactive shell session.
    }
}

$a = new A();

// This is the only way for the destructor to be able to run.
$a = null; // Or;
unset($a);

?>