The full URL does not work with php

So, I am trying to insert a file with a php include, but for some reason it doesn't work with the full URL.

This works:

<?php include 'menu.html' ?>

But this does not:

<?php include 'http://domainname.com/menu.html' ?>

Any ideas?

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check php.ini -

allow_url_include

but I have to say, if you don't have really really good reason, please don't use it. It's one of the worst php weaknesses, serious security threat.