The AnyData module can read a remote file into an array in a single call:

use AnyData;
my $arrayRef = adConvert(
    'Text',                       # input is plain text
    'http://host/path/foo.html',  # input comes from a remote file
    'ARRAY',                      # output is an Array reference
    '',                           # output not sent to file
    {eol=>"\n"}                   # define the eol for reading input
);
[download]

If the data is in an HTML table, AnyData can use HTML::TableExtract to get that, see my response to davidrw below.

update : but, um, duh, that won't let you strip the HTML so, nevermind, but if your data is in an HTML table, the solution below would work.