duff has a nice clean solution. If you need something more resilient (i.e. cleanup even if the code dies), you can use the following:

use Sub::ScopeFinalizer qw( scope_finalizer );

for my $a (@b) {
    my $anchor = scope_finalizer {
        perform_cleanup();
    };

    next if ...;
    do_something();
    next if ...;
    do_something_else();
    next if ...;
    do_something_again();
}
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