Here is a list: continuations, closures (which is what I really meant by anonymous functions and lexical environments, but I guess the term "environment" is not familiar to people that don't program CL), macros, real OO (classes/traits, first-class attributes, a metaobject protocol, etc), a sane type (constraint) system, and so on. Nobody cares about the order of arguments to a function in the standard library, that's trivial to ignore and fix. What PHP is missing is a way to extend the language, which means you are stuck with whatever the designers give you (which sucks hard).

Anyway, if you haven't used these features before, you might not see the need; see the "Blub" essay for details on that.