Short answer, yes with an if.
More specifically, some filesystems are case-sensitive (foo.php and FOO.PHP would be different files), whilst others aren't (foo.php and FOO.PHP would be the same file).
If you're developing on a system with a case-sensitive filesystem (most Linux filesystems, HFS+ in Case Sensitive mode, etc) then you shouldn't have any problems.
If, however, you're working on a system with a case-insensitive filesystem (NTFS, HFS+ in its default configuration, etc) then you need to keep a careful eye on the filenames. You can run into problems where a file loads on one machine but causes a file not found error on another. Depending on the criticality of the file, this can cause problems that range from annoyances to show-stopping failures, but it will cause problems.
If you're developing on Linux, you can probably don't have to worry about it. If not, then you probably do, but there's nothing stopping you from using camel cased filenames.
EDIT: If you're using an autoloader then it's generally a good idea for your class filename casing to match the PHP class name casing. The autoloader automatically gets the class name as an argument and has to figure out what file to open to find it. Of course you can do anything you like an an autoloader to resolve the class name, but most autoloaders just map the class name onto a filename. Unless you explicitly change the case of the class name in the autoloader that means that a request for a new FooClass will probably attempt to open a FooClass.php file.
The best advice I can offer is use whatever casing convention you want, but be sure to test it on both case sensitive and case insensitive filesystems if at all possible.