The section on signal handling in perlman:perlipc suggests that although die can be used to jump out of handler (to an enclosing eval), it's better to adopt the strategy of setting a variable from within the handler, then checking the variable outside of the handler. In your case, this would look like:

  my $caught_sigint = 0;
  local $SIG{INT} = sub { $caught_sigint = 1 };

  foreach my $name ( @names ) {
      my $foo = new SUB::foo;
      $foo->name($name);
      ...
      last if $caught_sigint;
  }
  if ( $caught_sigint ) {
      die "<<pithy message here>>\n";
  }
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