I use Terminal::ReadLine::Gnu with the AnyEvent asynchronous framework in an application and manage to immediately catch Ctrl-C.

Edit

I am replacing previous code with a working example

use Term::ReadLine;
use AnyEvent;
use Event;
use strict;
use warnings;

my $events = {};
my $text = {};
my $term = Term::ReadLine->new("MyApp");
($text->{screen_lines}, $text->{screen_columns}) = $term->get_screen_s
+ize();

# create a STDIN watcher 

$events->{stdin} = AE::io(*STDIN, 0, sub {
    &{$term->Attribs->{'callback_read_char'}}();
});

$term->callback_handler_install(prompt(), \&process_line);

# handle Control-C from terminal

$events->{sigint} = AE::signal('INT', \&cleanup_exit); 

$term->stuff_char(10); # necessary to respond to Ctrl-C at first promp
+t 
&{$term->Attribs->{'callback_read_char'}}();
print prompt();

$Event::DIED = sub 
{
    my ($event, $errmsg) = @_;
    print($errmsg);
    $term->Attribs->{line_buffer} = q();
    if($term){
        $term->clear_message();
        $term->rl_reset_line_state();
    }
};
Event::loop();

sub cleanup_exit
{
  print "\n caught $SIG{INT}",@_,"\n";
  $term->rl_deprep_terminal();
  exit;
}

sub prompt {"Enter command : "}


sub process_line 
{  
    my ($input) = @_; 
    print "got some text: $input\n";
}
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