It didn't work for me either. Looks like it can't die inside the sub. Try this instead (tested under Activestate build 633) :

#!/usr/bin/perl
 
$saw_sig = 0;
$SIG{INT} = \&my_sig;
sub my_sig{
  print "I am catching the signals\n";
  $saw_sig = 1;
  # die;
}

while (not $saw_sig){
   print "I am here\n";
}
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