sub do_dni {
    my ( $filename ) = @_;
    print "dni: $filename\n";
}
sub do_sni {
    my ( $filename ) = @_;
    print "sni: $filename\n";
}
my %dispatch = ( 'DNI' => \&do_dni,
                 'SNI' => \&do_sni,
                 # etc.
               );
foreach my $fn ( @filenames ) {
    while ( my ( $pattern, $sub_ref ) = each %dispatch ) {
        $sub_ref->($fn) if ( $fn =~ /$pattern/ );
    }
}
[download]

If you fear the regexes getting compiled over and over, you could also do something like this:

my @dispatch = ( { pattern => qr/DNI/,
                   coderef => \&do_dni, },
                 { pattern => qr/SNI/,
                   coderef => \&do_sni, },
                );
foreach my $fn ( @filenames ) {
    foreach my $item ( @dispatch ) {
        $item->{coderef}->($fn)
            if ( $fn =~ $item->{pattern} );
    }
}
[download]