PHP: How to save a file in a directory that does not exist?

How can I save a file in a directory that does not exist?

In other words, it would have to automatically create the directory/sub-directories (if it does not exist) and then save the file to it.

Thanks.

---

Everyone provided an answer, but forgot to turn the recursive flag on. You must specify mkdir's third argument to true, to create directory tree (from mkdir manual):

<?php
// Desired folder structure
$structure = './depth1/depth2/depth3/';

// To create the nested structure, the $recursive parameter
// to mkdir() must be specified.

if (!mkdir($structure, 0, true)) {
    die('Failed to create folders...');
}

// ...
?>