Here's how I see things, though feel free to disagree most profusely.

PHP is a scripting language. The scripts control a piece of software (the PHP engine) rather than being standalone and independent from any other application.

PHP is a programming language. Scripting languages are programming languages (in the sense that whales are mammals, but not all mammals are whales), the latter being "artificial language[s] designed to express computations that can be performed by a machine, particularly a computer." (Wikipedia)

HTML is a markup language giving structural or presentational (no semantic markup rants please) instructions to text.

CSS is a stylesheet language giving instructions for the presentation of documents written using a markup language (e.g. HTML).

Also, the term "scripting" has been used by some with a negative connotation and as something inferior to "real" programming. Boo to them!