If it smells like grep and looks like grep, then it must be grep :-)

if( grep { $scalar == $_ } @array ) {
   print "$scalar is member of @array\n";
} else {
   print "$scalar is not member of @array\n";
}
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I see that you in your question has assigned an anonymous array to @array, if that really is the case, then you have to do some more work:

$scalar = 3;
@array  = ([1, 2], [3, 4, 5], [6, 7, 8 ,9]);

if( grep { $scalar == $_ } map { @$_ } @array ) {
   print "Yes\n"
} else {
   print "No\n"
}
[download]

Autark.