I use here files in string assignments heavily (the majority of my
PHP pages are automatically generated by scripts).  I use here files
specifically as I can't control what characters might be used in
those strings (eg quotes, etc).

Example:

  $var1   = <<< END_VAR
  This is a string
  END_VAR;

The problem enters for some instances of backslashes in the here file:

  $var2 = <<< END_VAR
  ...
                   /(o__.       _____|  \                     |OcO|
   ---------/|-/|-(  ,__)-------|    |   |--------+++++++++/|_| - |_ -----------
         /\/ |/ |/ _ \++++++C+O+M+P+L|E+X+I+T+Y+++++O+F+++/f|  `-'  |
      |\/         / \/      "++++++D+|+S+T+R+I+B+U+T+E+D+( u|       |
   ___| . .____. /______________|   "|++++++S+Y+S+T+E+M+S+\n|_)___(_/-----------
    _| /| |_  || |_             |____|   |        "++++++++\| | | | \
   /__/LL__,) LL__,)                 |  /                    (__|__) \
  ...
  END_VAR;

This generates the following warning:

  Warning: Unexpected character in input: '\' (ASCII=92) state=5 in
  /long/path/here/file.php on line 1552

Most interestingly it doesn't generate a warning for every backslash
character.  In the above example is misses the first several
backslashes and generates a warning on only the strings "\|" and
"\<nl>" where <nl> is an LF (bottom of the man's shield and end of
his sword).

I'm running PHP4 v4.0.1-2.