Understanding power ratings
How much current it can pass is one property, and how much it can heat up by the power dissipated is another property.
You can input 5V and make 380mA 3.3V, and the regulator would heat up only at 0.65W, which is certainly doable.
If you input 37V, and output output 3.3V at 380mA, the poor chip has to dissipate 12.8W, which is completely absurd amount of power wasted, heating up the chip.
The chip has a Tja thermal resistance of 42 degrees C per watt, so dissipating 12.8W would make the chip heat up by 500 degrees C from the ambient. Which of course is impossible, as it would shut down at 150 degrees C, and if it didn't, it would desolder itself long before reaching 500 degrees C.
So, no, linear regulators are completely out of question in the above case, even with a big hefty heat sink.