It seems like you're in one of two situations: (1) you want the entire list, or (2) you want a small "page" of entries in the list, starting from a known point. For (1), you can fetch all of the entries in table order, whatever that may be, and then figure out the list order after you have the entries. For (2), you make the database do seeks for you in a loop, but it's not such a big deal because it's a small number of them.

I guess the worst case is where you want to iterate over a large dataset in list order, but either you can't fit it in memory, or you don't want it all to go over the wire. In that case...yeah I don't know...what's the linked list equivalent of a B-tree? :)

I don't think a linked list that stores multiple elements really gets its own special name (beyond "unrolled") but you can read more about implementation considerations at https://en.wikipedia.org/wiki/Unrolled_linked_list

A skip list: https://en.wikipedia.org/wiki/Skip_list