It looks like you should use the configuration file when running tests.
TestConfiguration.php.dist line 260:

defined('TESTS_ZEND_HTTP_CLIENT_ONLINE') || define('TESTS_ZEND_HTTP_CLIENT_ONLINE', false);

Ops thanks @Martin-P.. If this commit is wrong I close it @Ocramius

You can copy phpunit.xml.dist and rename it to phpunit.xml. Then you change the contents of phpunit.xml so you can test your file:

<testsuite name="Zend Framework Test Suite">
    <!-- <directory>./ZendTest</directory> -->
    <exclude>./ZendTest/_files/</exclude>
    <exclude>./ZendTest/AllTests/</exclude>
    <file>./ZendTest/Http/Client/StaticTest.php</file>
</testsuite>

When using phpunit.xml, Bootstrap.php is used and in Bootstrap.php lines 53 - 61 the correct configuration is loaded:

/*
 * Load the user-defined test configuration file, if it exists; otherwise, load
 * the default configuration.
 */
if (is_readable($zfCoreTests . DIRECTORY_SEPARATOR . 'TestConfiguration.php')) {
    require_once $zfCoreTests . DIRECTORY_SEPARATOR . 'TestConfiguration.php';
} else {
    require_once $zfCoreTests . DIRECTORY_SEPARATOR . 'TestConfiguration.php.dist';
}

Tests should run even without including that config, so the patch is actually correct.

In that case there are more issues, because when I run the command as provided by @gianarb I get a fatal error:

Fatal error: Class 'ZendTest\Http\Client\CommonHttpTests' not found in path\to\vendor\zf2\tests\ZendTest\Http\Client\CurlTest.php on line 32

@Martin-P looks like these tests were not run in a loooong time then...

@Martin-P ok for correct command to use configuration file..But for run tests I use
vendor/bin/phpunit tests/ZendTest/Http/
And I haven't your Fatal

Merged, thanks!

master: e54cb16
develop: e868669