c:\@Work\Perl\monks>perl -wMstrict -le
"my $s = join q{,}, 1 .. 40_000;
 ;;
 $s =~ s{
   \b (\d+) (?{ $1 }) \K
   (?: , (\d+) \b (??{ ++$^R != $2 || length($1) != length($2) }))+
   }{-$2}xmsg;
 print qq{'$s'};
"
'1-9,10-99,100-999,1000-9999,10000-40000'

c:\@Work\Perl\monks>perl -wMstrict -le
"my $s = join q{,}, 1 .. 150_000;
 ;;
 $s =~ s{
   \b (\d+) (?{ $1 }) \K
     (?: , (\d+) \b (??{ ++$^R != $2 || length($1) != length($2) }))+
   }{-$2}xmsg;
 print qq{'$s'};
"
Complex regular subexpression recursion limit (32766) exceeded at -e l
+ine 1.
Complex regular subexpression recursion limit (32766) exceeded at -e l
+ine 1.
Complex regular subexpression recursion limit (32766) exceeded at -e l
+ine 1.
'1-9,10-99,100-999,1000-9999,10000-42767,42768-75535,75536-99999,10000
+0-132767,132768-150000'

c:\@Work\Perl\monks>perl -wMstrict -le
"my $s = join q{,}, 1 .. 150_000;
 ;;
 $s =~ s{
   \b (\d+) (?{ $1 }) \K
   (?:
     (?: , (\d+) \b (??{ ++$^R != $2 || length($1) != length($2) })){1
+,30000}
   )+
   }{-$2}xmsg;
 print qq{'$s'};
"
'1-9,10-99,100-999,1000-9999,10000-99999,100000-150000'
[download]

Updates:

1. I should have mentioned that all these examples use the  \K regex operator, so they all require Perl version 5.10 or greater.
2. Changed last two code examples (increased range to 150,000) to make contrast greater.
3. (2016/10/03) If you can stomach the  \K operator (i.e., you're using Perl version 5.10+), here's a further tweak that speeds things up considerably. The critical enhancement is the use of the  "(?(condition)yes-pattern)" conditional expression (see Extended Patterns in perlre). Some other changes have been made, but they seem immaterial to the speed-up. Old (slower) version:

   c:\@Work\Perl\monks>perl -wMstrict -le
   "use 5.010;
    ;;
    print qq{perl version $]};
    ;;
    my $s = join q{,}, 1 .. 1_500_000;
    ;;
    my $end_point = qr{ , (\d++)
      \b (??{ ++$^R != $2 || length($1) != length($2) })
      }xms;
    ;;
    my $start = time;
    use re 'eval';
    $s =~ s{
      \b (\d++) (?{ $1 }) \K
      (?: $end_point{1,32766})+
      }{-$2}xmsg;
    print qq{'$s'};
    printf qq{in %d seconds \n}, time - $start;
   "
   perl version 5.010001
   '1-9,10-99,100-999,1000-9999,10000-99999,100000-999999,1000000-1500000
   +'
   in 18 seconds
   [download]

   New (faster) version:

   c:\@Work\Perl\monks>perl -wMstrict -le
   "use 5.010;
    ;;
    print qq{perl version $]};
    ;;
    my $s = join q{,}, 1 .. 1_500_000;
    ;;
    my $end_point = qr{ , (\d++)
      (?(?{ ++$^R != $2 || length($1) != length($2) }) (*F))
      }xms;
    ;;
    my $start = time;
    use re 'eval';
    $s =~ s{
      \b (\d++) (?{ $1 }) \K
      (?: $end_point{1,32766})+
      }{-$2}xmsg;
    print qq{'$s'};
    printf qq{in %d seconds \n}, time - $start;
   "
   perl version 5.010001
   '1-9,10-99,100-999,1000-9999,10000-99999,100000-999999,1000000-1500000
   +'
   in 3 seconds
   [download]