I had the same idea a few years ago, and implemented it in PCRE. The author of PCRE reworked the implementation but kept the idea, and it's been a standard feature of PCRE since then. I still think it's very cool, but I don't know whether anyone actually uses it...

I didn't have the guts to try and do it for perl's regex engine. If you do it, it might be worth considering using the same syntax as PCRE?