One quirk in Perl is that blocks of grep and map are (unfortunately) not anonymous subs.

Such that return tries to exit any surrounding sub and not the block!

Though you are able to either pass a real sub:

> perl
my @x=1..10;
my @re=qw/ 3 7 1 /;

sub check {
    for my $re (@re) { 
         return 1 if $_ =~ /$re/ 
    } 
    return 0;
}


print grep &check, @x;
__END__
13710
[download]

update

see also any in List::MoreUtils if you dont wanna reinvent the wheel! =)