Using drush to run a local script on a remote site
Nope, what you want to do is not supported.  When you run drush @foo scr, it causes Drush to run your scr command on the remote system.  The scr command on the remote system will then look for the script it wants to run on its own filesystem.  In order to make this work, you'll need to somehow get your script on the remote system, and then run it with your remote scr command.

Note that this is different than the drush php-eval command, which takes the php code to run on the commandline.  So, in theory, you could passing your php over on the commandline rather than in a file; however, in practice you may find this to be problematic due to the fact that bash is going to process your text, so you'll have to make sure that everything is properly escaped.  Moving the script to execute to the target machine will be more reliable for any nontrivial script.