Here's one way. I am assuming that within a given season the episodes are returned in ascending order. Since this is from a database query, if that isn't true now, just modify the SQL to make it true. First I build a HoAoH indexed by season number.

my %temp_hash;
while (my $ref = $sth->fetchrow_hashref) {
     my $season = $ref->{season};
     my $title = $ref->{title};
    push @{$temp_hash{$season}}, { title => $title };
}
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Then I build it out.

my $appearances = [ map { +{ season => $_ , eps => $temp_hash{$_} } } 
                       sort keys %temp_hash ];
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Update: This solution has one small advantage in that it could work even if the seasons weren't numeric, but I kind of like broquaint's because it skips the intermediate step and also takes advantage of the seasons being ordered, which mine doesn't.