Good question where it's documented, but yes, it is possible, although it warns:

use warnings;
use strict;
use diagnostics;

sub foo { last if /e/; next if /c/; redo if s/b/B/ }

my @x = qw/a b c d e f/;
for (@x) {
    foo;
    print "$_\n";
}

__END__
a
Exiting subroutine via redo at test.pl line 6 (#1)
    (W exiting) You are exiting a subroutine by unconventional means, 
+such
    as a goto, or a loop control statement.
    
B
Exiting subroutine via next at test.pl line 6 (#1)
d
Exiting subroutine via last at test.pl line 6 (#1)
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Update: See also e.g. Exiting subroutine via next