How to run a circuit with both 5V and 3V3 supply voltage?
78Lxx Datasheet does show dropout vs current:



Note the 78Lxx (and 78xx) series chips set output voltage via their internal feedback resistor divider (see datasheet p. 3, R10/R11 on schematic) which is pretty much the only difference between all the output voltage variants in the series. So it is safe to assume the dropout voltage from 78L05 on the graph will be the same for 78L33.

EDIT: I should have read the datasheet a bit better. It's only a typical value,  there is no maximum dropout specified, and both 3.3V and 5V versions spec 2V typical dropout in the characteristics table, which disagrees with the graph.

So you'll have to use a LDO like this one.

If you have two different power inputs for 3.3V and 5V then you can route the 5V input through a regulator to make 3.3V, and route the 3.3V input directly to the circuit, bypassing the regulator. Then use the appropriate power input. This is the best solution.

If you have only one power input then you'll need a regulator with very low dropout voltage. Losing 50-100mV on 3.3V shouldn't be too much of a problem (check the datasheet of your micro and other chips you use for allowed voltage range, and pay special attention if you use VCC as ADC reference).

You can filter and sort LDOs by dropout voltage on digikey.

However, be aware that a 3V3 LDO which is powered from 3V3 will be in dropout mode, it will not regulate the output voltage. It will essentially be a fully turned on FET in series with the supply, ie pretty much a resistor, without any PSRR or voltage regulation.

Vocabulary notes: 

1) Dropout voltage is the minimum difference between input voltage and output voltage to maintain proper regulation according to datasheet specs. 

2) When the regulator is "in dropout" it means the difference between input and output voltage is too low for it to properly regulate. The output voltage will drop below spec, and the pass transistor will be saturated (if it's a BJT) or fully turned on and behave like a resistor (if it's a FET). The error amp will also be clipped. In this state the LDO no longer functions and does not honor its specifications, there is no regulation and PSRR is non-existent.