Do you really mean "a sequence of upper case words"? Or do you mean "all of the upper case words in a string"? To see what I'm getting, consider:

my $data = 'THIS IS a TEST SENTENCE Foo BAR';
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If you mean "a sequence of upper case words", the answer would be the following three strings (maybe not including the last, if your definition of sequence means "strictly more than one"):

THIS IS
TEST SENTENCE
BAR
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Other responses in this thread point you at a solution for this.

OTOH, if you mean all upper case words (and want to collect them separately), then you want the following five words:

THIS
IS
TEST
SENTENCE
BAR
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In that case, look into the g modifier for regular expressions and how to capture multiple matches into an array (using parens to capture the matches you like; see perlretut for a nice introduction). The basic idea (you need to supply the right regex for your needs) is:

my @uc_words = $data =~ /(appropriate_regex_goes_here)/g;
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