Description:
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This probably is a known effect, but I will just open a bug so it can be documented as such:

When you end a file with a PHP open tag '<?php', and there is no character beyond the tag the parser chokes with an 'unexpected $end' parse error.

Curiously, a short tag '<?' (if enabled) used in such a way raises no error.

This effect is of course also seen when you eval a string containing an PHP open tag at the end of the string. (from there I originally stumbled on this behaviour)

In PHP 5.3 the code behaves as expected, so someone probably already spotted this one, or fixed the parser to be less nitty.

Test script:
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<?php

Expected result:
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Nothin

Actual result:
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Parse error: syntax error, unexpected $end in test.php on line 1