I have a Perl script that traverses a directory hierarchy using File::Next::files. It will only return to the script files that end in \".avi\", \".flv\", \".mp3\", \".mp4\", a
Although File::Find::Rule already has ways to deal with this, in similar cases you don't really want a regex. The regex doesn't buy you much here because you're looking for a fixed sequence of characters at the end of each filename. You want to know if that fixed sequence is in a list of sequences that interest you. Store all the extensions in a hash and look in that hash:
my( $extension ) = $filename =~ m/\.([^.]+)$/;
if( exists $hash{$extension} ) { ... }
You don't need to build up a regular expression, and you don't need to go through several possible regex alternations to check every extension you have to examine.