I have verified this problem with PHP 5.0.3 on Linux 2.4 and it also exists in PHP 5.0.3.
I'm using PHP 5.0.3 as CGI under Apache 1.3.33.
Check out this link:
http://php5.gauldong.net/phpinfo.php/test/me?query=string
It gives out the following results:
_SERVER["PATH_INFO"]	/test/me
_SERVER["PATH_TRANSLATED"]	/home/u1294/domain/php5.gauldong.net/web/test/me
_SERVER["ORIG_PATH_TRANSLATED"]	/home/u1294/domain/php5.gauldong.net/web/phpinfo.php/test/me
_SERVER["ORIG_PATH_INFO"]	/phpinfo.php/test/me
_SERVER["ORIG_SCRIPT_NAME"]	/cgi-bin/php
_SERVER["ORIG_SCRIPT_FILENAME"]	/home/u1294/domain/php5.gauldong.net/web/cgi-bin/php
_SERVER["PHP_SELF"]	/phpinfo.php
-----
Note that it's using a default php.ini for PHP 5 meaning cgi.fix_pathinfo is turned ON.
In the above results PHP_SELF is incorrect. It should be /phpinfo.php/test/me (it's missing the pathinfo part). Other variables are correct I suppose. I hope this is fixed soon. And also in PHP 4.
The fact that this bug exists in the latest versions of both PHP 4 and PHP 5 is truly beyond me. :-(

The following patch causes $_SERVER['PHP_SELF'] to include the PATH_INFO component when running under CGI:
http://spoonguard.org/dave/classes/cs345/bugfix/php-5.1.2-31892.diff
Previously, PHP_SELF was being set to SCRIPT_NAME when cgi.fix_pathinfo was set. This changes the behavior, by setting PHP_SELF to SCRIPT_NAME + PATH_INFO.
Is this similar to what you're looking for?
Thanks,
- Dave

I'm expreiencing the same issue on PHP 4.3 + 4.4 under Apache 1.3.33 and have had to switch back to mod_php for our hosting server.
Tried to access the patch to have a look at it, however it's not loading.
Do you still have a copy of the patch, or are you able to post a backported PHP 4.x version?
I do believe that SCRIPT_NAME + PHP_INFO is the expected behaviour.

These patches are based on the code from Dave; the work fine within our hosting environment.
http://www.keppler-it.de/tmp/patch-31892-4.4.2.diff
http://www.keppler-it.de/tmp/patch-31892-5.1.4.diff
Comments welcome. :-)
Here's the code in clear text (nearly identical for 4.x and 5.x):
--- php-4.4.2/sapi/cgi/cgi_main.c.orig 2006年01月01日 14:47:01.000000000 +0100
+++ php-4.4.2/sapi/cgi/cgi_main.c 2006年05月11日 16:23:51.000000000 +0200
@@ -871,11 +871,25 @@
 } else {
 #endif
 /* pre 4.3 behaviour, shouldn't be used but provides BC */
+ /*
 if (env_path_info) {
 SG(request_info).request_uri = env_path_info;
 } else {
 SG(request_info).request_uri = env_script_name;
 }
+ */
+ /* <kk@keppler-it.de> PHP_SELF := SCRIPT_NAME + PATH_INFO */
+ /* Patch based upon http://spoonguard.org/dave/classes/cs345/bugfix/php-5.1.2-31892.diff */
+ SG(request_info).request_uri = sapi_cgibin_getenv("SCRIPT_NAME", 0 TSRMLS_CC);
+ if (SG(request_info).request_uri && (env_path_info = sapi_cgibin_getenv("PATH_INFO", 0 TSRMLS_CC))) {
+ int request_uri_len = strlen(SG(request_info).request_uri) + strlen(env_path_info) + 1;
+ char *request_uri = (char *) emalloc(request_uri_len);
+ *request_uri = '0円';
+ strcat(request_uri, SG(request_info).request_uri);
+ strcat(request_uri, env_path_info);
+ SG(request_info).request_uri = request_uri;
+ }
+ /* </kk> */
 #if !DISCARD_PATH
 if (env_path_translated)
 script_path_translated = env_path_translated;

I assume this isn't going to be fixed? since it has been a year since it was reported, and it is still in the "verified" state.
I figured php5 would be stable by now, but it appears that php_self is broken with cgi.fix_pathinfo=0 and _SERVER["PATH_INFO"] is broken with cgi.fix_pathinfo=1.
Is the official solution to use php4 instead?

I just tried a July 26, 2007 snapshot of php5.2 and can report that the bug still remains unfixed.

This patch (against latest CVS checkout of PHP_5_2 branch) should fix the issues with PHP_SELF/PATH_INFO/etc. I tested under Apache 2 and it works fine now:
http://pecl.php.net/~jani/patches/bug_31892.patch
Please test it ASAP! We're about to roll 5.2.4 and it would be really nice to fix this issue once and for all..

This bug has been fixed in CVS.
Snapshots of the sources are packaged every three hours; this change
will be in the next snapshot. You can grab the snapshot at
http://snaps.php.net/.
 
Thank you for the report, and for helping us make PHP better.