The easiest way to do something like this is to extend Traversable. You only have to define foreach, and you have full control over the traversal, so you can do things like open and close the file.
You can also extend Iterable, which requires defining iterator and, of course, returning some sort of Iterator. In this case, you'd probably create an Iterator for the disk data, but it's going to be much harder to control things like open files.
Here's one example of a Traversable such as I described, written by Josh Suereth:
class FileLinesTraversable(file: java.io.File) extends Traversable[String] {
override def foreach[U](f: String => U): Unit = {
val in = new java.io.BufferedReader(new java.io.FileReader(file))
try {
def loop(): Unit = in.readLine match {
case null => ()
case line => f(line); loop()
}
loop()
} finally {
in.close()
}
}
}