Almost there. first itself is (almost) perfectly respectful of a lazy @_. In List::Util, the pure-perl version of first() is:

sub first (&@) {
  my $code = shift;

  foreach (@_) {
    return $_ if &{$code}();
  }

  undef;
}
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The issue is (almost) completely that @_ is not lazy in the slightest. This is one of the biggest changes no-one will notice in Perl6 - the addition of the concept of truly lazy lists. You could code up something lazier with Tie::Array::Lazy. Maybe something like:

open my $fh, '<', $filename or die "Cannot open '$filename' for readin
+g: $!\n";
tie my @arr, 'Tie::Array::Lazy', [], sub { scalar <$fh> };

first { <whatever> } @arr;
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(Note that this is completely untested - I've never used Tie::Array::Lazy in my life.)