<p>I'm writing some disposable Haskell scripts to solve some of the <a href="http://projecteuler.net" rel="nofollow noreferrer">Project Euler</a> problems. I don't really want to have to compile them because of the number of changes I'm constantly having to make, but in a few cases I've found that I've run out of stack space.</p>

<p>The documentation for <code>runhaskell</code> says that the following syntax should increase the stack space:</p>

<pre><code>runhaskell +RTS -K5M -RTS Script.hs
</code></pre>

<p>This never, ever works (in any permutation I've tried). The stack size always remains 8,388,608. This is maddening, and I haven't found much help on Google.</p>

<p>Any suggestions? What am I doing wrong?</p>

I'm guessing you're using GHC.  Chapter 4 of the User's Guide of the newly released 6.10.1 says:
The only runghc flag currently is -f
  /path/to/ghc, which tells runghc which
  GHC to use to run the program.
I don't see a bug logged at
http://hackage.haskell.org/trac/ghc
.  Seems pretty lame to me.  I'd suggest asking on irc #ghc, or the cvs-ghc mailing list.
Of the other Haskell compilers/interpreters, only nhc98 seems allow you to set the max stack size.  Depending on your OS, nhc98 could be an option.