Iain Thomson weaves together an account relating philosophy to science from several Heidegger texts:

Being and Time contends that the “real movement of the sciences” occurs when such crises lead the sciences to subject their guiding ontological understandings to “a revision which is more or less radical and lucid with regard to itself.” During such a crisis, a science often puts its ontological understanding of the being of the class of entities it studies into question, usually settling the crisis only by revising its previous ontological understanding. Those who explicitly recognize and take part in such ontological questioning and revision are doing philosophy, Heidegger says, whether or not they happen to be employed by a philosophy department. It is in this sense, I submit, that we need to take Heidegger’s widely misunderstood and so highly controversial claim that science as such “does not think.”

For Heidegger, philosophy is essentially an activity of ontological questioning. One is “philosophizing” whenever one explicitly examines and seeks to clarify the ontological understanding that normally guides a science implicitly. To say that the positive sciences, as such, do not “think” simply means that they do not, as positive sciences, question their guiding ontological presuppositions: “The researcher always operates on the foundation of what has already been decided: the fact that there are such things as nature, history, art, and that these things can be made the subject of consideration.” Of course, scientists do occasionally engage in such potentially revolutionary ontological questioning, but when they do, they are (by Heidegger’s definition) doing philosophy, not research. Thus biologists as well as philosophers of biology were philosophizing when they explicitly questioned the ontological understanding of what life is during the recent debates over “artificial life.” Conversely, philosophy is “only alive and actual” when engaged in the ontological questioning at the center of such scientific crises. Philosophers (and others) philosophize only by doing the potentially revolutionary work of questioning the ontological presuppositions that guide the natural, social, and human sciences. Hence the Husserlian concept of a “scientific philosophy,” Heidegger proclaims in 1928, is like the concept of a “circular sphere”: Not simply redundant, for as a sphere is more circular than any circle, so “philosophizing” is “more scientific than any possible science.” Indeed, strictly speaking, “philosophy is not science, . . . but rather the origin [Ursprung] of science.” Science “springs from” philosophy in a way that resembles the emergence of normal science from revolutionary science, namely, through an eventual routinization and procedural exploration of the ontological insights gained philosophically during a period of revolutionary science.

To practice philosophy so conceived, Being and Time explains, is “to interpret entities in terms of the basic constitution of their being.” By focusing on a positive science’s guiding ontological presuppositions, philosophy can clarify the ontological posits of the positive sciences and so transform and guide the course of their future development. Thus Heidegger writes:

Laying the foundations for the sciences in this way is different in principle from the kind of [Kantian] “logic” which limps along behind, investigating the status of some science as it chances to find it, in order to discover its “method.” Laying the foundations . . . is rather a productive logic—in the sense that it leaps ahead, as it were, into a particular region of being, discloses it for the first time in its constitutive being, and makes the structures acquired thereby available to the positive sciences as lucid directives for their inquiry. [P. 30-31]

By clarifying the positive sciences’ guiding ontological posits, philosophy plays a foundational role with respect to the other sciences, proactively guiding their development, even issuing “lucid directives for their inquiry.” In this way, Heidegger believes philosophy can reclaim its historic role as “torch-bearer” of the sciences.

This material has been is expanded upon in Iain's recent book on Ontothelogy.  ¶ 8:18 AM