Seems like a natural for split. You get the bonus filename too.

SplitFoo

#!/usr/bin/perl

  use strict;

  while (my $line = <DATA>) {
    chomp $line;
    my ($dir, $file) = (split(m{/}, $line))[-2, -1];
    print "$dir $file\n";
  }
__DATA__
http://www.domain.com/data/2005/sales/01012005.txt
http://www.domain.com/data/2005/sales-jan/01232005.txt
http://www.domain.com/data/2005/sales-local/01012005.txt
http://www.domain.com/data/2005/sales-outside-jan/01012005.txt
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