I think you really want a hash...

my %hash = map {$_=>1} (0,5,8,15,20);
for my $i (0..30) {
   print "I am number $i\n" if $hash{$i};
}
[download]

Or, less idiomatically

my %hash = (0  => 1,
            5  => 1,
            8  => 1,
            15 => 1,
            20 => 1);
for my $i (0..30) {
   if ($hash{$i}) {
      print "I am number $i\n";
   }
}
[download]

-Blake