Module.php

<?php
namespace SomeApi;

use ZF\ApiProblem\ApiProblem;
use ZF\ApiProblem\ApiProblemResponse;

class Module
{
    public function onBootstrap($e)
    {
        $app = $e->getTarget();
        $events = $app->getEventManager();
        $events->attach('route', array($this, 'onRoute'), -1000);
    }

    public function onRoute($e)
    {
        $request = $e->getRequest();
        if (! method_exists($request, 'getHeaders')) {
            // Console request? not sure what to do here, move along...
            return;
        }

        if ($request->getHeaders()->has('Some-Specific-Header')) {
            // Header is there, move along...
            return;
        }

        return new ApiProblemResponse(new ApiProblem(
            400,
            'Missing Some-Specific-Header in the request!'
        ));
    }
}