Why won't my PHP app send a 404 error?

Your code is technically correct. If you looked at the headers of that blank page, you'd see a 404 header, and other computers/programs would be able to correctly identify the response as file not found.

Of course, your users are still SOL. Normally, 404s are handled by the web server.

• User: Hey, do you have anything for me at this URI webserver?
• Webserver: No, I don't, 404! Here's a page to display for 404s.

The problem is, once the web server starts processing the PHP page, it's already passed the point where it would handle a 404

• User: Hey, do you have anything for me at this URI webserver?
• Webserver: Yes, I do, it's a PHP page. It'll tell you what the response code is
• PHP: Hey, OMG 404!!!!!!!
• Webserver: Well crap, the 404 page people have already gone home, so I'll just send along whatever PHP gave me

In addition to providing a 404 header, PHP is now responsible for outputting the actual 404 page.

if (strstr($_SERVER['REQUEST_URI'],'index.php')){
    header('HTTP/1.0 404 Not Found');
    echo "<h1>404 Not Found</h1>";
    echo "The page that you have requested could not be found.";
    exit();
}

If you look at the last two echo lines, that's where you'll see the content. You can customize it however you want.

That is correct behaviour, it's up to you to create the contents for the 404 page.
The 404 header is used by spiders and download-managers to determine if the file exists.
(A page with a 404 header won't be indexed by google or other search-engines)

Normal users however don't look at http-headers and use the page as a normal page.

For the record, this is the all-case handler:

<?php
header($_SERVER["SERVER_PROTOCOL"]." 404 Not Found");
header("Status: 404 Not Found");

$_SERVER['REDIRECT_STATUS'] = 404;
?> <!-- 404 contents below this line -->

Load default server 404 page, if you have one, e.g. defined for apache:

if(strstr($_SERVER['REQUEST_URI'],'index.php')){
  header('HTTP/1.0 404 Not Found');
  readfile('404missing.html');
  exit();
}