One of the shortcomings of the built-in SOAP library in PHP5+ is the lack of support for auto-generation of WSDL files for web services. PHP2WSDL is an attempt to solve this technical problem, worth checking out:

PHP2WSDL

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Updated 2021 : note that the above post was originally published in 2007, but is left here for archival purposes. It seems that project is no longer being maintained.