I'm looking to build a 3A 34V regulated linear power supply. The LM338
adjustable regulator looks just what I need, but it's upper limit is
32V.

Can a zenner be placed in the common lead somewhere as can be done to
fixed regulators? I've downloaded the spec sheet, but it doesn't give
specific examples of how it may be done, although says "...several
hundred volts can be regulated..."

Are there other freely available regulators that will do what I want?

Many thanks,

Ian.