Playing with it some more I think the problem is that the file I'm including is not in the same directory as the script, and thus I have an absolute reference to the included file. If I place file.php in the same directory as the original script, it works just fine. However, when I use the absolutely reference to include file.php, it does not work correctly. Any more ideas? I have:
script.php
<?php
global $myvariable;
$myvariable = "This is some text";
include ("http://www.mysite.com/includes/file.php");
?>
/includes/file.php
<?php echo "$myvariable"; ?>
Thanks again!