By the way, putting your code in <c>...</c> tags will simplify things for both you and us.

Applying ysth's advice, we get:

#!/usr/bin/perl
use strict;
use warnings;

my $non_running = 0;
my @zones = qx{zoneadm list -ip};

foreach (@zones) {
   my ($id, $name, $state) = split(/:/, $_);
   if($state eq "running") {
      print "OK: zone $name is in running state\n";
   } else {
      print "CRITICAL: Zone $name is in $state\n";
      $non_running = 1;
   }
}

if ($non_running) {
   exit 2;
} else {
   exit 0;
}
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Hopefully, you've learned about else in the process.