There are two options.
1. build your own linear regulator with pass transistor and voltage regulation circuitry. An example can be found in uA723's datasheet. There is a floating negative circuit that supposed to give you negative high voltage output. However, it did not work for me, as the resistor's value did not work as datasheet specified, also some parts are obsoleted.
2. Take a 3 terminal regulator, like LM137, with normal voltage range, add some zener protection between input, output and FB pins to limit voltage differential to below 37V. The 3 terminal regulator is a floating regulator, it does not care what the real voltage is, but only care the voltage between the 3 pin, as long you keep the relative voltage below 37V, you are fine. The addition of zener diode make sure the voltage differential does not exceed 37V. This configuration is much simpler than #1 and worked for me.