Including wp_blog_header.php gives a blank page

I’m trying to include wp_blog_header.php in another PHP script. However, as soon as I include it everything dies and PHP gives me nothing. I have tried setting error reporting level to E_ALL and logging everything to a file. I do receive errors if for example, I use the wrong path for wp_blog_header.php but as soon as I provide the correct path I start getting blank pages again.

Any ideas about what I might be doing wrong?