The "OR" operator will slow down your query mercilessly. However, using the "IN" operator, MySQL will use the primary key (or any associated index) and run very fast.

SELECT * FROM some_table WHERE key IN ( ?, ?, ?);
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An alternative to using placeholders is to prepare this statement using a join.

my @searchkeys = qw(a b c d);
my $query = qq{
    SELECT * FROM some_table WHERE key IN (
    }
    . join(",", map( {$dbh->quote($_)} @searchkeys))
    . qq{)};
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update (1). See also Using OR in SELECT statments safely.

update (2). Some benchmarking, to show that the IN operator is truly faster. I ran the query against a large table containing 500,000 records.

#!/usr/bin/perl -w
use DBI;
use strict;
use Benchmark;

my $dbh = DBI->connect("DBI:mysql:chess_db;host=localhost"
    . ";mysql_read_default_file=$ENV{HOME}/.my.cnf",
    undef, undef, {RaiseError => 1})
    or die "can't connect\n";

my $query = qq{SELECT count(*) from PGN_base_data where };

my @searchkeys =  ((100_001 .. 100_800));

my $or_query = $query
   . join( " OR " , map( { "ID = $_"} @searchkeys));

my $in_query = $query
   . "ID IN ("
   . join( "," , @searchkeys)
   . ")";

my $sth_or = $dbh->prepare($or_query);
my $sth_in = $dbh->prepare($in_query);

sub get_it {
    my $sth = shift;
    $sth->execute;
    my $result = $sth->fetchrow_arrayref;
    $sth->finish;
    #print $result->[0], "\n";;
}

timethese (2000,
    {
        'or' => sub {get_it $sth_or},
        'in' => sub {get_it $sth_in}
    });

$dbh->disconnect();

__END__
with 400 keys in the query
Benchmark: timing 4000 iterations of in, or...
    in: 17 wallclock secs ( 0.37 usr +  0.09 sys =  0.46 CPU)
    or: 52 wallclock secs ( 0.70 usr +  0.08 sys =  0.78 CPU)

with 800 keys in the query
Benchmark: timing 2000 iterations of in, or...
    in: 17 wallclock secs ( 0.30 usr +  0.10 sys =  0.40 CPU)
    or: 95 wallclock secs ( 0.41 usr +  0.06 sys =  0.47 CPU)
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Note. There is no possible comparison with UNION, because it would return several rows, which should be added up in the client.
My test query is only asking for a COUNT(*), thus returning only one row.

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