Hi!
Don't you think that mixing implicit value ($_) and explicit one ($head) is unusefully confusing?
I think that, when you use $_, it doesn't refer to the outmost loop :
it has probably been reused by the inner one.
I'd retry the loop part of your script the way down:
Also, I suppressed the test about // in the if statement (I hope it's right)

while ($Fh=<FH>)
{
   chomp($Fh);
   foreach $head(@headers)
   {
      chomp($head);
      if ($head =~ /$Fh/)
      {
         print "$Fh\n";     
      }
   }
}
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One remark (about efficiency) :
I suppose you have (much?) more lines in the data file than in the keys file (fastheaders.txt) : you should invert the order of loops :

  foreach line (data file)
    foreach line (keys file)
    if found
       print AND break inner loop (last)
    endif
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