Prevent direct access to a php include file

Add this to the page that you want to only be included

<?php
if(!defined('MyConst')) {
   die('Direct access not permitted');
}
?>

then on the pages that include it add

<?php
define('MyConst', TRUE);
?>

The easiest way for the generic "PHP app running on an Apache server that you may or may not fully control" situation is to put your includes in a directory and deny access to that directory in your .htaccess file. To save people the trouble of Googling, if you're using Apache, put this in a file called ".htaccess" in the directory you don't want to be accessible:

Deny from all

If you actually have full control of the server (more common these days even for little apps than when I first wrote this answer), the best approach is to stick the files you want to protect outside of the directory that your web server is serving from. So if your app is in /srv/YourApp/, set the server to serve files from /srv/YourApp/app/ and put the includes in /srv/YourApp/includes, so there literally isn't any URL that can access them.