# Using (my own) Future::HTTP, which provides an AnyEvent::HTTP-like API

my $ua = Future::HTTP->new();

# Fire off all requests at once, rate limiting etc. is left as an exercise
my @outstanding;
for my $url (@requests) {
    my $res = $ua->http_get($url)->then(sub {
        my( $body, $data ) = @_;
        # ... handle the response
        return $body
    });
    push @outstanding, $res;
};

while( @outstanding ) {
    my $body = (shift @outstanding)->get;
    ...
};