This may be just as objectionable as accessing a private variable, but thought I would throw it out there.

Add the filename as a private part of the XML:

#!/usr/bin/perl
use strict;
use warnings;
use XML::Simple;

&main(@ARGV);

sub main {
  my $filename = shift;
    my $xml = XMLin($filename);
    $xml->{__SUPER_SECRET_FILENAME_PARAMETER__} = $filename;
    &printName($xml);
}

sub printName {
    my $xml = shift;
    print $xml->{__SUPER_SECRET_FILENAME_PARAMETER__}; 
}
[download]

Also, I don't think that it is wise to use an exit at the end of a script. I believe that it is better to just return.

UPDATE

Further, the return of XMLin isn't a XML::Simple instance. It's just a hash. So if the item you're looking for isn't in the hash, then it isn't available. There isn't any private data.