Access WordPress API Outside of WordPress (command-line PHP)

WordPress expects the $_SERVER variables to be setup as if it were a normal web request. Also, I would suggest loading wp-load.php instead of wp-blog-header.php since you probably don’t need the WP class or the template loader to run. Here is how I normally start any scripts I need to interact with WP from command line:

define('DOING_AJAX', true);
define('WP_USE_THEMES', false);
$_SERVER = array(
    "HTTP_HOST" => "mysite.com",
    "SERVER_NAME" => "mysite.com",
    "REQUEST_URI" => "https://wordpress.stackexchange.com/",
    "REQUEST_METHOD" => "GET"
);
require_once('current/wp-load.php');

Update 2018:

Nowadays WordPress doesn’t require $_SERVER at all. If you simply need to access WordPress API functions (e.g. to read/write to the database), all you need is:

require_once('current/wp-load.php');

# your code goes here...