$ cat 1.txt 
chr1 100 200
chr1 300 400
chr1 350 467
chr1 450 700
chr2 500 600
chr2 345 765
chr3 101 300
chr3 132 456
$ cat 2.txt
chr1 156 199
chr1 165 230
chr1 201 299
chr1 525 600
chr2 800 1000
chr2 534 676
chr2 200 400
chr2 100 200
chr3 200 400
chr3 500 600
chr3 400 700
$ cat script.pl
use warnings;
use strict;

die qq[Usage: perl $0 <input-files-1> <input-file-2> ...\n] unless @ARGV > 0;

my (@data);

while ( <> ) {
        my @f = split;
        next unless @f == 3;
        push @data, [ $ARGV, @f ]; 
}

for my $d ( @data ) {
        if ( grep {
                        $d->[0] ne $_->[0] &&
                        $d->[1] eq $_->[1] &&
                        ($d->[2] < $_->[2] &&
                        $d->[3] > $_->[2]
                                        ||
                        $d->[2] < $_->[3] &&
                        $d->[3] > $_->[3]
                                        ||
                        $d->[2] > $_->[2] &&
                        $d->[3] < $_->[3])

                } @data
        ) { 
                next;
        }

        printf qq[%s\n], join qq[ ], @$d[1..3], $d->[0];
}
$ perl script.pl 1.txt 2.txt
chr1 300 400 1.txt
chr1 350 467 1.txt
chr1 201 299 2.txt
chr2 800 1000 2.txt
chr2 100 200 2.txt
chr3 500 600 2.txt