Question

This doesn’t work:

$F = "<div class='f'>F</div>";
$d = "<div class='d'>d</div>";
$Y = "<div class='y'>Y</div>";

$dateFormat = "$F, $d, $Y";

echo date($dateFormat);

Answer 1

date() will not filter out the HTML tags from the parameter you pass; that is the case of many other PHP functions to which you pass a string containing HTML tags.
The only function that removes HTML tags is strip_tags(). If, for any reason, you are using as parameter of a function a string containing HTML (I don’t know in which case it could happen — maybe you are doing something wrong in other parts of the code), you can use the following code, valid for the example you reported.

$F = strip_tags("<div class='f'>F</div>");
$d = strip_tags("<div class='d'>d</div>");
$Y = strip_tags("<div class='y'>Y</div>");

$dateFormat = "$F, $d, $Y";

echo date($dateFormat);

This is the answer to your question. Probably your problem is another one; in that case, the question should have been another one.
I think there are some chances that Sbm007 understood what you meant; the question should have been then

How do I insert HTML tags in a date formatted with date()?

I am trying to format a date mixed in with some HTML.
I have tried the following code, but it doesn’t work:

$F = strip_tags("<div class='f'>F</div>");
$d = strip_tags("<div class='d'>d</div>");
$Y = strip_tags("<div class='y'>Y</div>");

$dateFormat = "$F, $d, $Y";
echo date($dateFormat);