This is a personal experience. As of 14th Oct 2011, Heroku PHP does not support MongoDB.
You might expect it to just work, since MongoHQ is listed as an add-on in Heroku.
However, when I use Mongo php class, it gave me a fatal error "Mongo class not found".
I contacted Heroku support, and this is verified - their PHP instance still do not support MongoDB.
Duh.. that's pretty dumb. Looks like Heroku support for it's new languages is still lagging.