By using a foreach-loop on the list of file names and using lexical variables, it should be no bigger than this:

#!/usr/bin/perl -w
use strict;
use warnings;
use Data::Dump qw/dump/;

my %data;

foreach my $filename (qw/one.txt two.txt three.txt/) {
    open( my $file, $filename )
        or die "Unable to open $filename because $!\n";
    while (<$file>) {
        chomp;
        my ( $chrX, $chrpos, $value1, $value2 ) = split(/\s+/);
        $data{$chrX}->{$chrpos}->{'value1'} += $value1;
        $data{$chrX}->{$chrpos}->{'value2'} += $value2;
    } ## end while (<$file>)
} ## end foreach my $filename (qw/one.txt two.txt three.txt/)

print dump( \%data );
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Output:

{
  chromosome1 => { 50000 => { value1 => 64, value2 => 73 } },
  chromosome2 => { 20000 => { value1 => 4,  value2 => 63 } },
  chromosome3 => { 41444 => { value1 => 13, value2 => 28 } },
  chromosome4 => { 21414 => { value1 => 4,  value2 => 1  } },
  chromosome6 => { 12141 => { value1 => 12, value2 => 22 } },
}
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