It is important to note that headers are actually sent when the first byte is output to the browser. If you are replacing headers in your scripts, this means that the placement of echo/print statements and output buffers may actually impact which headers are sent. In the case of redirects, if you forget to terminate your script after sending the header, adding a buffer or sending a character may change which page your users are sent to.
This redirects to 2.html since the second header replaces the first.
<?php
header("location: 1.html");
header("location: 2.html"); ?>
This redirects to 1.html since the header is sent as soon as the echo happens. You also won't see any "headers already sent" errors because the browser follows the redirect before it can display the error.
<?php
header("location: 1.html");
echo "send data";
header("location: 2.html"); ?>
Wrapping the previous example in an output buffer actually changes the behavior of the script! This is because headers aren't sent until the output buffer is flushed.
<?php
ob_start();
header("location: 1.html");
echo "send data";
header("location: 2.html"); ob_end_flush(); ?>