Recently a major security vulnerability was announced centering around the the HTTP "Proxy" header and how incorrect handling could result in major issues with external requests. In the PHP ecosystem, a major HTTP library - Guzzle - was vulnerable (along with any application using it). However, according to Michael Dowling, a lead developer on the project, a new release has already been made to correct the problem.
httpoxy is a set of vulnerabilities that affect application code running in CGI, or CGI-like environments. It comes down to a simple namespace conflict [between the "Proxy" and "HTTP_Proxy" headers]. This leads to a remotely exploitable vulnerability. If you’re running PHP or CGI, you should block the Proxy header now. Here’s how.
The main HTTPoxy site as more information about how you can test to see if your application is vulnerable and what software/server configurations are typically vulnerable. There's also more language-specific information on the page as well as some immediate mitigations for various web server types.