Using namespaces and eval() I have been able to mock objects (like PDO) that are instantiated inside of methods of the class being tested.
I have the example code up on my blog.
http://chrisgriffing.com/coding/php/2012/04/12/how-to-mock-pdo-and-other-objects/
I'm sorry if this seems spammy. Feel free to delete this feature request once someone actively participating in development has seen the technique since it is quite simple.