Nog's probably right, but there are lots of ways to skin this cat.
Before we all went OO, it was more like this, assuming all functions files had .php extensions and were found under "includes/":
index.php:
<?php
//include all my functions
include "includes/functions.php";
includes/functions.php:
<?php
$dir = __DIR__;
$files = glob("$dir/*php");
foreach ($files as $file) {
require_once( $file );
}