Lets restructure that code just a little:

use strict;
use warnings;

my @array = (\&blue, \&foobar, \&no);

do {
    eval {$_->() for @array};
} while $@;


sub quit {
    print "Would you like to do that again? 'y' or 'n'\n";

    die if <STDIN> =~ /y/;

    print "OK, done.\n";
    exit;
}

sub blue {
    print "Type 'blue' to continue:\n";
    return 1 if <STDIN> =~ /blue/i;

    quit();
}

sub foobar {
    print "Cross your fingers and type 'foobar' to continue:\n";
    return 1 if <STDIN> =~ /foobar/i;

    quit();
}

sub no {
    print "To quit (prematurely), type 'no'\n";
    exit if <STDIN> =~ /no/i;

    die;
}
[download]

Shorter, cleaner, no gotos and, IMO, clearer. Now, why did we need those gotos again?