file1
contig1 10037203	10038203	blah
contig1	10037203	10038203	blah
contig1	10037203	10038203	blah 

##</code><code>##

file2

contig1	997329	938329	blab11
contig1	10037329	10038329	blah11
contig1	10037329	10038329	blah11 

##</code><code>##

contig1 10037203	10038203	blah
contig1	10037203	10038203	blah
contig1	10037203	10038203	blah
contig1	10037329	10038329	blah11
contig1	10037329	10038329	blah11

##</code><code>##

open FILE1,"file1" or die "can't open file 1";
open FILE2,"file2" or die "can't open file 2";
open(w1,">output");
while ((my $line1 = <FILE1>) && (my $line2 = <FILE2>)) {
    chomp $line1;
    chomp $line2;
    my @cond1 = split("\t" , $line1);
    my @cond2 = split("\t" , $line2);
    if(($cond1[1] >= $cond2[1]) && ($cond1[2] <= $cond2[2]))
    {
        print w1 "$line1\t$line2\n";
    }
}
close FILE1;
close FILE2;
close w1;