I can confirm athlet's experience with apache_response_headers() using PHP 5.1.6. When the resulting array is empty or only contains "X-Powered-By" instead of the full list of values, you'll need to switch off output_buffering _before_ the script has been executed, for example with the following directive in .htaccess:
php_value "output_buffering" "0"
it _doesn't_ work when you do a you ini_set('output_buffering', 0); in your script. Not sure why that is so - it is not a bug in PHP, but probably has to do with how Apache populates the request values.