File::Find and the other modules that Corion pointed out are, in my opinion, the easiest way to solve this problem. To answer your question about returning values from a recursive sub, since that could be generally useful for other things, you could do something like this:

sub loopDir {
   my @files;
   local ($dir) = @_;
   chdir $dir or die "Cannot chdir to $dir\n";
   local(*DIR);
   opendir DIR, '.';
   while ($f=readdir(DIR)) {
        next if $f =~ /^\./;
        push @files, $dir . '/' . $f if $f =~ /.*\.xml$/;
        if (-d $f) {
             # push the subdirectory's files onto @files
             push @files, &loopDir($f);
        }
   }
   closedir(DIR);
   chdir("..");
   # return the list of files
   return @files;
}
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