My favorite is the LM723 chip with both polarities of voltage supplied to it, and I don't give a rats' Sunday hat why you want to do it that way. The 723 is an old fashioned way to do it, but it's as versatile as you are.
You could look through the LM317 datasheets, one datasheet I have seen has a circuit in there for using a second LM317 to provide the 1.25v offset and give a supply variable down to zero volts.
Or just use an opamp with 0v capable input, driving an NPN driving a big PNP darlington. Total parts counts won't be much worse than a couple of LM317s by the time you include all the resistors and caps etc.