PhpStorm type-hinting for factories?

As far as I know you can't make PHPStorm understand what Foo is giving out, because it is dynamic. However you can surely tell PHPStorm what your $Obj variable is, by putting a doc comment above it, like so:

/** @var Foo_Bar $Obj */
$Obj = Foo::factory('Bar');

You should use phpstorm metadata, that works for both dynamic and static calls.

class Foo {
    public function factory($str) {
        $class = "Foo_" . $str;
        return new $class();
    }
}
class Foo_Bar {
    public function baz() {
        print "Foo_Bar->baz() was called";
    }
}

$Obj = Foo->factory('Bar');
$Obj->baz();  

create a file in your project root directory and name it .phpstorm.meta.php:

<?php

namespace PHPSTORM_META {
    $STATIC_METHOD_TYPES = [
        \Foo::factory('') => [
            "Bar" instanceof \Foo_Bar,
        ],
    ];
}

thanks @LazyOne for link.

Yes, you can do this if your factory is a static method. It should work fine for the examples you have provided.

More details and some basic example can be found here: http://confluence.jetbrains.com/display/PhpStorm/PhpStorm+Advanced+Metadata