You're missing an \\ escape at $1\Data. Try:

use warnings;
use strict;
my $a = 'L:\\Data\\5555\\';


$a =~ s#l:\\Data\\([0-9]*)\\#D:\\Sites\\$1\\Data\\#i;

print $a;
[download]

recent perls with warnings and strict enabled would have given you a warning:

Unrecognized escape \D passed through at FILENAME line NUMBER.
[download]