Well since you beat me to the original, here is an implementation that by default does what btrott's original display did, but can do anything you want. For giggles and grins I have implemented new and PRINTF using two different idioms:

package Filter::Handle;
use strict;
use Carp;

sub PRINT {
  my $self = shift;
  my $fh = $self->{fh};
  print $fh $self->{disp}->(@_);
}

sub PRINTF {
  my $self = shift;
  @_ = ($self, sprintf(shift, @_));
  goto &PRINT;
}

sub TIEHANDLE {
  my $class = shift;
  my $fh = shift or croak("Need a filehandle to tie to.");
  my $disp = shift ||
    sub {
      my ($file, $line) = (caller(1))[1,2];
      sprintf("%s:%d - %s\n", $file, $line, "@_");
    };
  return bless ({fh => $fh, disp => $disp}, $class);
}

# An OO interface for free! :-)
*new = *TIEHANDLE;
*print = *PRINT;
*printf = *PRINTF;

1;
[download]

(And yes, chip this is for you because of RE: RE: Shot myself in the foot with a pos. Who said that goto was useless? :-)

EDIT
Chip made 2 very good style suggestions on the anon sub, and I am glad to have made both of them.

EDIT 2
In addition to the suggestions chip made, I had removed my other return. At the time I wondered if I should, and tye's misgivings confirmed my misgivings. It belongs, it really does.

Note that this could be more compact still. For instance the anon sub could be made even shorter by removing the temporary variable. But that would not optimize my ability to understand my code. :-)

EDIT 3
OK, I got tired of the temporary variable in PRINTF that was clearly not needed. I have not (yet) convinced myself that it would be a good thing to drop the two in the anon sub. I also added a print and printf functions as syntactic sugar to make the OO interface a bit nicer. Oh, and I added a comment. :-)

For those who do not understand tie, this package has two distinct interfaces. The OO one works like this:

my $out = new Filter::Handle(\*STDOUT);
$out->print("Hello world\n");
$out->printf("%s %s\n", "Hello", "world");
[download]

The tied interface like this:

tie (*OUT, 'Filter::Handle', \*STDOUT);
select(OUT);
print "Hello world\n";
printf ("%s %s\n", "Hello", "world");
[download]

The apparently shocking similarity in the implementations drives home the fact that tie is nothing more than syntactic sugar to allow you to think about an object which happens to provide the right methods as a native Perl datatype. :-)

BTW my absolutely favorite part of this code is the DESTROY method. Stuff like that is what makes Perl great! :-)