If the module's author has diligently listed the dependencies in Makefile.PL, then you can possibly extract Makefile.PL from the tarball via Archive::Tar and then parse the dependencies via Module::MakefilePL::Parse.

However, if I'm travelling, I want the entire CPAN to be with me on my laptop's harddisk -- so what I do is just use Randal's minicpan script to create a mirrored CPAN archive and then point CPAN::Config.pm to it:

    urllist => [q[file://home/me/minicpandir]]
[download]

Then the CPAN shell works transparently and will install all modules you ask it for and their dependencies -- even if you're nowhere near an Internet connection.