If you want to keep your files open (might get problematic if there are too many of them), you can store filehandles in a hash as in the following example:

my %handles;
foreach my $num (1..10){
  $file = $num % 5;
  open($handles{$file},'>>',"$file.txt") unless exists $handles{$file}
+;
  print {$handles{$file}} $num,"\n";
}
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