How to debug Magento 2 code when using command lines?

I configured "PHP Remote Debug" in PHPStorm and just add XDEBUG_CONFIG before script to start debugging.

like XDEBUG_CONFIG=idekey=phpstorm bin/magento setup:upgrade

@KAndy’s answer put me on the right track, but I am developing locally using vagrant and had to do the following to get this to work¹

Configure Xdebug:

zend_extension=xdebug.so
xdebug.remote_enable = 1

;remote_connect_back will fail because REMOTE_ADDR header won’t be set
xdebug.remote_connect_back = 1
xdebug.remote_autostart = 1
xdebug.idekey = "PHPSTORM"

;remote_host is ignored when remote_connect_back is enabled & successful; fallback
;Set to your HOST MACHINE IP
xdebug.remote_host=xx.xx.xx.xx 

;provides valuable insight if you can’t connect. Remove when done.
xdebug.remote_log="/tmp/xdebug.log"

Set the remote_host IP to the IP address of the host (for me, using the IP address from ifconfig on the guest machine did not work - used IP address acquired from the network settings on the host machine as the remote_host).

Configure PHP Storm

1. Set up a server under Settings -> Languages and Frameworks -> PHP -> Servers if you have not done so already. (See screenshot)
2. Run -> Edit Configurations and add a PHP Remote Debug.
   • Choose the server you created in #1
   • Set the IDE Key to PHPSTORM
3. (Optional) Settings -> Languages and Frameworks -> PHP -> Debug Check "Break at first line in PHP Scripts" (this can help debug issues with your path mapping.)
4. Run -> Debug Vagrant (or whatever you named your configuration in Step 2)
5. Run the script you'd like to debug (magento setup:upgrade in my case)

¹I'm using ubuntu/trusty64 for reference