Need more current than 4 mA in 4/20mA loop current
You can increase the voltage drop and use a (very efficient) DC-DC converter to convert the higher voltage drop to a higher current. For example, if you need 3V at 20mA (60mW) you could drop 17V or so and if your DC-DC is efficient enough you will stay under the 4mA. Chances are you will have to design this, most chips and modules use too much quiescent current to make this work. 

Optionally, and this is common practice if you are not even close on the current, is to use an external supply and DC-DC isolation to provide the necessary current. There are many kinds of devices that cannot operate from the small amount of power in a loop-powered instrument. Of course it increases the wiring cost and may make intrinsic safety more complex. 

Another option (probably less popular these days) would be to use a different analog current loop standard such as 10-50mA.