Please try using this CVS snapshot:

  http://snaps.php.net/php5.1-latest.tar.gz
 
For Windows:
 
  http://snaps.php.net/win32/php5.1-win32-latest.zip

./configure     --prefix /usr/local/php     --with-apxs2=/usr/local/apache2/bin/apxs     --with-openssl     --with-zlib     --enable-mbstring   --enable-soap     --without-sqlite     --with-pear

Successfully compiled / installed

....


bash:/tmp/php5.1-200602131730 # /usr/local/php/bin/php -r 'fsockopen("ssl://mail.yahoo.com","443",$e,$err,"60"); '
Segmentation fault

Thank you for this bug report. To properly diagnose the problem, we
need a backtrace to see what is happening behind the scenes. To
find out how to generate a backtrace, please read
http://bugs.php.net/bugs-generating-backtrace.php for *NIX and
http://bugs.php.net/bugs-generating-backtrace-win32.php for Win32

Once you have generated a backtrace, please submit it to this bug
report and change the status back to "Open". Thank you for helping
us make PHP better.

/tmp/php5.1-200602131730 # gdb /usr/local/php/bin/php core
GNU gdb 6.1
Copyright 2004 Free Software Foundation, Inc.
GDB is free software, covered by the GNU General Public License, and you are
welcome to change it and/or distribute copies of it under certain conditions.
Type "show copying" to see the conditions.
There is absolutely no warranty for GDB.  Type "show warranty" for details.
This GDB was configured as "x86_64-suse-linux"...Using host libthread_db library "/lib64/tls/libthread_db.so.1".

Core was generated by `/usr/local/php/bin/php -r fsockopen("ssl://mail.yahoo.com","443",$e,$err,"60");'.
Program terminated with signal 11, Segmentation fault.
Reading symbols from /lib64/libcrypt.so.1...done.
Loaded symbols for /lib64/libcrypt.so.1
Reading symbols from /lib64/tls/librt.so.1...done.
Loaded symbols for /lib64/tls/librt.so.1
Reading symbols from /usr/local/lib/libz.so.1...done.
Loaded symbols for /usr/local/lib/libz.so.1
Reading symbols from /usr/local/lib/libssl.so.0.9.7...done.
Loaded symbols for /usr/local/lib/libssl.so.0.9.7
Reading symbols from /lib64/libresolv.so.2...done.
Loaded symbols for /lib64/libresolv.so.2
Reading symbols from /lib64/tls/libm.so.6...done.
Loaded symbols for /lib64/tls/libm.so.6
Reading symbols from /lib64/libnsl.so.1...done.
Loaded symbols for /lib64/libnsl.so.1
Reading symbols from /usr/local/lib/libxml2.so.2...done.
Loaded symbols for /usr/local/lib/libxml2.so.2
Reading symbols from /lib64/libdl.so.2...done.
Loaded symbols for /lib64/libdl.so.2
Reading symbols from /lib64/tls/libpthread.so.0...done.
Loaded symbols for /lib64/tls/libpthread.so.0
Reading symbols from /lib64/tls/libc.so.6...done.
Loaded symbols for /lib64/tls/libc.so.6
Reading symbols from /lib64/ld-linux-x86-64.so.2...done.
Loaded symbols for /lib64/ld-linux-x86-64.so.2
Reading symbols from /usr/lib64/libcrypto.so.0.9.7...done.
Loaded symbols for /usr/lib64/libcrypto.so.0.9.7
Reading symbols from /lib64/libnss_files.so.2...done.
Loaded symbols for /lib64/libnss_files.so.2
Reading symbols from /lib64/libnss_dns.so.2...done.
Loaded symbols for /lib64/libnss_dns.so.2
#0  0x00000000006cec57 in EVP_DigestUpdate ()
(gdb) bt
#0  0x00000000006cec57 in EVP_DigestUpdate ()
#1  0x00000000006c102d in HMAC_Update ()
#2  0x0000002a959dd516 in tls1_P_hash () from /usr/local/lib/libssl.so.0.9.7
#3  0x0000002a00000000 in ?? ()
#4  0x0000000000000030 in ?? ()
#5  0x0000007fbfffde40 in ?? ()
#6  0x0000000000adcc20 in sha224_md ()
#7  0x0000000000cb09e0 in ?? ()
#8  0x0000000000000082 in ?? ()
#9  0x0000000000c9b6f0 in ?? ()
#10 0x0000000000c9c1a4 in ?? ()
#11 0x0000000000c9c1a0 in ?? ()
#12 0x0000000000c9c1a6 in ?? ()
#13 0x0000002a959dd785 in tls1_generate_master_secret () from /usr/local/lib/libssl.so.0.9.7
#14 0x0000002a959d5712 in ssl3_send_client_key_exchange () from /usr/local/lib/libssl.so.0.9.7
#15 0x0000002a959d72a5 in ssl3_connect () from /usr/local/lib/libssl.so.0.9.7
#16 0x0000002a959dec55 in SSL_connect () from /usr/local/lib/libssl.so.0.9.7
#17 0x0000002a959dc645 in ssl23_connect () from /usr/local/lib/libssl.so.0.9.7
#18 0x0000002a959dec55 in SSL_connect () from /usr/local/lib/libssl.so.0.9.7
#19 0x0000000000477c28 in php_openssl_sockop_set_option (stream=0xc99218, option=Variable "option" is not available.
) at /tmp/php5.1-200602131730/ext/openssl/xp_ssl.c:396
#20 0x000000000061e4e4 in _php_stream_set_option (stream=0xc99218, option=8, value=0, ptrparam=Variable "ptrparam" is not available.
) at /tmp/php5.1-200602131730/main/streams/streams.c:1129
#21 0x0000000000627653 in php_stream_xport_crypto_enable (stream=Variable "stream" is not available.
) at /tmp/php5.1-200602131730/main/streams/transports.c:368
#22 0x0000000000477f1f in php_openssl_sockop_set_option (stream=0xc99218, option=Variable "option" is not available.
) at /tmp/php5.1-200602131730/ext/openssl/xp_ssl.c:594
#23 0x000000000061e4e4 in _php_stream_set_option (stream=0xc99218, option=7, value=0, ptrparam=Variable "ptrparam" is not available.
) at /tmp/php5.1-200602131730/main/streams/streams.c:1129
#24 0x0000000000627a85 in php_stream_xport_connect (stream=0xc99218, name=0xc9910e "mail.yahoo.com:443", namelen=18, asynchronous=0, timeout=0x7fbfffe450,
    error_text=0x7fbfffe358, error_code=0x7fbfffe40c) at /tmp/php5.1-200602131730/main/streams/transports.c:227
#25 0x0000000000627e46 in _php_stream_xport_create (name=0xc9910e "mail.yahoo.com:443", namelen=18, options=12, flags=0, persistent_id=0x0,
    timeout=0x7fbfffe450, context=0x0, error_string=0x7fbfffe400, error_code=0x0) at /tmp/php5.1-200602131730/main/streams/transports.c:140
#26 0x00000000005c1907 in php_fsockopen_stream (ht=Variable "ht" is not available.
) at /tmp/php5.1-200602131730/ext/standard/fsock.c:79
#27 0x00000000006686a0 in zend_do_fcall_common_helper_SPEC (execute_data=0x7fbfffe550) at zend_vm_execute.h:192
#28 0x00000000006ba7cd in execute (op_array=0xc98878) at zend_vm_execute.h:92
#29 0x000000000063f4c3 in zend_eval_string (str=Variable "str" is not available.
) at /tmp/php5.1-200602131730/Zend/zend_execute_API.c:1091
#30 0x000000000063f618 in zend_eval_string_ex (str=Variable "str" is not available.
) at /tmp/php5.1-200602131730/Zend/zend_execute_API.c:1125
#31 0x00000000006bbe45 in main (argc=3, argv=0x7fbfffebf8) at /tmp/php5.1-200602131730/sapi/cli/php_cli.c:1129

Looking at the backtrace, I don't think it's a problem of PHP. 
And you said you're using 0.9.8a, right?
Then why there is /usr/lib64/libcrypto.so.0.9.7 in the backtrace?

Thanx Tony for your patience and quick responses.

Description(maybe will help somebody):
 1. Two versions of openssl were installed:
       - 0.9.7g
       - 0.9.8a
 2. Somehow while making PHP it used 0.9.8 and no warnings appeared
 3. But in reality described above error took place

Solution:
 removing 0.9.7g, recompling 0.9.8a as shared
 fixing all symlinks

(of course, if I did not mixed smth :( )