Unless you need all the amps in the same circuit, building several small supplies and hooking them up to the same 12 VAC line is easier than building one big supply. Linear supplies don’t scale nicely.
That said, if you insist on building a big dual supply, the LM138 (or the commercial grade LM338 more likely) would take care of the positive rail but I don’t think there’s any negative regulators in the same league. On the other hand, once you go above 1-2 amps you might as well go for regulator + power transistors anyway, using the regulator to drive the transistors instead of the output. Basically this example from the 78xx datasheets:
(and similar for the negative rail, but with a 7912 and NPN transistors)
The transistor in the example is no longer manufactured, but there’s plenty of replacements; TIP35/36 is a quite common choice iirc, and is widely available. You can stack a bunch of transistors in parallel to handle more current, with small balancing resistors in series with the emitters. And you need beefy bridge rectifiers and big heatsinks…