It is quite interesting what the module does internally. Let's add Data::Dumper to see it:

use Data::Dumper;
(...)
# Before our callback.
print $cookie_jar->as_string, "\n";
print Dumper(\%{$cookie_jar}); 
$cookie_jar->scan( $self_enclosed_callback );

# After our callback.
print $cookie_jar->as_string, "\n";
print Dumper(\%{$cookie_jar});
[download]

When you change the domain it just copies the contents to a new hash key, empties the old one but never deletes it! Anyway, something more related to the problem. The module doesn't provide a lot of methods for modifying the cookies, so any other solution would require to mess directly with the hash. It would be straightforward to test all cookies and change a value, although not so much to change, say, a domain name.

use WWW::Mechanize;
use HTTP::Cookies;
use Data::Dumper;


my $mech = WWW::Mechanize->new();

my $cookie_jar = HTTP::Cookies->new(
                                    autosave => 1,
                                    file => "/your/cookies.txt"
                                   );
# $cookie_jar->clear();

$mech->cookie_jar($cookie_jar);
$mech->agent_alias('Windows IE 6');

$mech->get("http://www.amazon.com");

my $self_enclosed_callback = sub {
    my ( $version, $key, $val, $path, $domain, $port, $path_spec,
         $secure, $expires, $discard, $extra ) = @_;

    # Remove the currently iterating cookie from the jar.
    # NB: this might be dangerous! Seems to work though.
    $cookie_jar->clear( $domain, $path, $key );

    # Now change domain, just for example.
    $domain =~ s/\.com\z/.org/;

    $cookie_jar->set_cookie( $version, $key, $val, $path, $domain,
                             $port, $path_spec, $secure, $expires,
                             $discard, $extra );
};



# Original state.
print $cookie_jar->as_string, "\n";

#First solution.
foreach my $site (map( values(%{$_}),
                        map( values(%{$_}),values %{$cookie_jar->{'COO
+KIES'}})
                 )) {
    $site->[1] =~ s/no/yes/;
    $site->[1] =~ s/\d+/time/;
    $site->[1] =~ s/\d+/blarf/g;
    
}

print $cookie_jar->as_string, "\n";

#Second solution.
my $cookies = $cookie_jar->{'COOKIES'};
foreach my $site (keys %{$cookies}) {
    foreach my $path (keys %{$cookies->{$site}}) {
        foreach my $value (keys %{$cookies->{$site}{$path}}) {
            
        $cookies->{$site}{$path}{$value}[1] =~ s/time-blarf-blarf/$sit
+e/;
        $cookies->{$site}{$path}{$value}[1] =~ s/.*l/$path/;
        $cookies->{$site}{$path}{$value}[1] =~ s/yesskin/$value/g;
            
        }
    }
}

print $cookie_jar->as_string, "\n";
[download]

The first solution would behave as you expected your code that prints with as_string and then re-inserts the cookie to behave. The second one provides you with the site, path and name of the cookie, at the cost of three nested loops. I think there is a solution in the middle of those two, more fancy and without so many nested functions, or loops, but I will leave that to the next poster. :)