You don't have to create a separate sub. Alternatives:

my $sub = sub { my ($str) = @_; sub { $str } }->($str);
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my $sub = sub { my $str = $str; sub { $str } }->();
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my $sub = do { my $str = $str; sub { $str } };
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my $str_copy = $str;
my $sub = sub { $str_copy };
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In practice, it's usually a non-issue since you either have a variable that doesn't change to begin with

for my $str (...) {
   ... sub { ... $str ... } ...
}
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or you want to factor out the code to a sub anyway.

sub make_list_iterator { 
   my @list = @_;
   return sub {
      return @list ? shift(@list) : ();
   };
}

my $iter = make_list_iterator(@list);
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