If your gzipped files are just compressed single files, and not tar archives, PerlIO::gzip can be handy (Perl 5.8).

use PerlIO::gzip;
{
    local $_;
    open my $ofh, '>:raw',  $outpath
        or die $!;
    open my $ifh, '<:gzip', $inpath
        or die $!;
    print $ofh $_ while <$ifh>;
    close $ifh or die $!;
    close $ofh or die $!;
}
[download]

Has anybody written a tar layer? It would be (at the very least) non-trivial to find sane semantics. You wouldn't want to have diropen or glob semantics sticking its snout into open!