The last item is always an array but I have an arbitrary number of keys

I'm not clear how an item (singular) can be an array, so what follows may not be exactly what you want, but it should give you a basis from which you can work.

use Data::Diver qw( DiveRef );

my $data;

while (<DATA>) {
   chomp;
   my @keys = split /:/;
   my $val = pop(@keys);
   my $ref = DiveRef( $data, map \$_, @keys );
   push @$ref, $val;
}
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Data::Diver

Wow. I didn't know there was a module that can do a nested data structure.

I had to make two changes to get this to work: initialize $data and dereference $ref when pushing the "ARRAY VALUES" value.

Adding the data BrowserUK provided in Re: Need help in building a HofHof...ofA, I ended up with the following:

use strict;
use warnings;
use Data::Dumper;

use Data::Diver qw( DiveRef );

my $data = {};

while (<DATA>) {
   chomp;
   my @keys = split /:/;
   my $val = pop(@keys);
   my $ref = DiveRef( $data, map \$_, @keys );
   push @$$ref, $val;
}

print Dumper($data);

__DATA__
gkey01:key1:1 2 3 4 5 6 7 8
gkey02:key1:key2:key3:1 2 3 4
gkey03:key1:key2:key3:key4:1 2 3 4 5 6 7 8
gkey04:key1:key2:key3:1 2
gkey05:key1:key2:key3:key4:1 2
gkey06:key1:key2:key3:key4:key5:1 2 3
gkey07:key1:key2:1 2 3 4 5 6 7 8 9
gkey08:key1:key2:key3:key4:1 2 3 4 5 6 7
gkey09:key1:1 2 3 4 5 6 7
gkey10:key1:1 2 3 4 5 6
gkey11:key1:1 2 3 4
gkey12:key1:key2:1 2 3 4 5 6 7 8 9 10
gkey13:key1:key2:key3:key4:1 2 3 4
gkey14:key1:key2:key3:1 2
gkey15:key1:1 2 3 4 5 6 7
gkey16:key1:key2:1
gkey17:key1:key2:key3:1 2 3 4 5 6 7 8 9 10
gkey18:key1:key2:1 2 3 4 5 6 7
gkey19:key1:key2:key3:1 2 3 4 5 6 7 8
gkey20:key1:key2:1 2 3 4 5 6 7 8 9
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After which it produced:

Read more... (10 kB)

Did you want [ '1 2 3 4' ] (one element array!?), or [ 1, 2, 3, 4 ]? Fix:

use Data::Diver qw( DiveRef );

my $data = {};

while (<DATA>) {
   chomp;
   my @keys = split /:/;
   my $val = pop(@keys);
   my $ref = DiveRef( $data, map \$_, @keys );
   $$ref = [ split ' ', $val ];
}
[download]