Neat algorithm. I'll arrogantly rewrite your code to make it what I consider to be more Perlish. :-)

This takes advantage of a number of things some C/C++ programmers may or may not know/be comfortable with.

#!/usr/local/bin/perl

use strict;
use warnings;

use constant DIGITS => (5);

my $list = primelist(10 ** DIGITS);
$list = rotatelist($list);

print $_, $/ for @$list;

#-----------------------------------------------------------

sub rotatelist {
    my ($primes) = @_;

    my %phash;
    @phash{@{$primes}} = (1) x @{$primes};

    my @list;
    for my $prime (@{$primes}) {

        my $rotations = rotations($prime);

        if ($prime == $rotations->[0]) {
            my $sum = 0;
            $sum += $phash{$_} || 0 for @$rotations;

            push @list, $prime
                if $sum == @{$rotations};
        }
    }

    return \@list;
}

#-----------------------------------------------------------

sub rotations {
    my ($num) = @_;

    my @digs = split '', $num;

    my @list;
    for (1 .. length($num)) {
        push @digs, shift @digs;
        push @list, join ('', @digs) + 0;
    }

    @list = sort(@list);
    return \@list;
}

#-----------------------------------------------------------

sub primelist {
    my ($max) = @_;

    my @primes = (2);
    for (my $test = 3; $test < $max; $test += 2) {
        my $stop = sqrt($test);
        my $isprime = 1;

        for my $prime (@primes) {
            last if $prime >= $stop;

            if ($test % $prime == 0) {
                $isprime = 0;
                last;
            }
        }

        push @primes, $test if $isprime;
    }

    return \@primes;
}
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