For example:
# Unix perl -e 'print "Hello world\n"'
# DOS, etc. perl -e "print \"Hello world\n\""
# Mac print "Hello world\n" (then Run "Myscript" or Shift-Command-R)
# VMS perl -e "print ""Hello world\n"""
The problem is that none of this is reliable: it depends on the command interpreter. Under Unix, the first two often work. Under DOS, it's entirely possible neither works. If 4DOS was the command shell, I'd probably have better luck like this:
perl -e "print <Ctrl-x>"Hello world\n<Ctrl-x>""
And don't even try to explain the default command processors -- CMD.EXE in Windows NT slipped a lot of standard Unix functionality in when nobody was looking, but just try to find documentation for its quoting rules.
Under the Mac, it depends which environment you are using. The MacPerl shell, or MPW, is much like Unix shells in its support for several quoting variants, except that it makes free use of the Mac's non-ASCII characters as control characters.
I'm afraid that there is no general solution to all of this. It is a mess, pure and simple.
[Some of this answer was contributed by Kenneth Albanowski.]