On the SitePoint PHP blog there's a new tutorial showing how to use cursors in MySQL stored procedures via PHP. A cursor is a piece of functionality that lets you work with the data in the data found by the stored procedure.
With cursors, we can traverse a dataset and manipulate each record to accomplish certain tasks. When such an operation on a record can also be done in the PHP layer, it saves data transfer amounts as we can just return the processed aggregation/statistical result back to the PHP layer (thus eliminating the select - foreach - manipulation process at the client side).
He provides a more real-world situation to help illustrate their use - working with information about the Lakers basketball team. He includes an example of a stored procedure to find a "streak" of games that they've won (yearly too). A quick PHP script is included showing how to call the stored procedure and fetch the data. The PHP doesn't directly use the cursor, it's self-contained inside the stored procedure.