A small improvement makes the regex a bit more specific and have it reject filenames that do not match the expected file name template.

use strict;
use warnings;

my %names;

/^([^.]+)\.(\d{3})$/ and $names{$1}[$2] = $_ while <DATA>;

print $names{$_}[-1] for sort keys %names;

__DATA__
file.001
file.003
not.good.001
file.002
file.10
one.004
two.001
two.003
two.five
one.002
one.001
one.0039
two.002
.005
[download]