Fabien Potencier has written up a new post on his blog talking about creating your own framework layered on top of the Symfony2 framework's component system (yes, a framework from a framework).
Symfony2 is a reusable set of standalone, decoupled, and cohesive PHP components that solve common web development problems. Instead of using these low-level components, you can use the ready-to-be-used Symfony2 full-stack web framework, which is based on these components... or you can create your very own framework. This series is about the latter.
He talks about the reasoning behind wanting to make your own framework, mostly dealing with exploration and/or proving you can do it. He walks you through every step of the way - creating the base directory, setting up a project via Composer, creating an autoloader and making a first basic file - a "Hello world" echo message. In the next part of the series, he'll add in the HttpFoundation component for web interaction.