use IO::Uncompress::Gunzip ();
use XML::Twig;

my $z = IO::Uncompress::Gunzip->new('in.xml.gz')
	or die "gunzip failed: $IO::Uncompress::Gunzip::GunzipError\n";
my $twig = XML::Twig->new;
$twig->parse($z);
$z->close;