Test::Warn provides a way to test the warnings output by your Perl program.
The syntax of the tests seems odd to me, but it was clear enough what to do from the examples provided. Test::Warn seems fairly comprehensive since it also coped with warnings emitted by carp/croak.
The best thing about it is that it is fully integrated with Test::More, so you don't have to do any extra fiddling to get this to work beyond installing it.
Just as a side note, and regarding the review I wrote of Test::Pod::Coverage, this is yet another module which fails to install because of failed pod tests. If you are on Cygwin and this fails to install, remove t/pod.t and all will be well.