USB 5v single to +- 2.5v dual rail
The +/-2.5V suggests you are doing analog or mixed-signal processing of some kind. 

As well as using a voltage divider, which works okay in some situations, you can use an active rail-splitter IC to produce a low impedance virtual ground without drawing the high current a voltage divider of that output impedance would require. Using an op-amp looks similar but it can be a bit tricky because most are unstable with capacitive loads of any size.  

Another way is to use a charge pump or inverting buck-boost converter to generate a -5V rail and then regulate them both down to +/-2.5V using linear regulators. That will deal with regulation and some noise issues. 

The ground on the USB tends to be very noisy which is a severe limitation on precision applications- so an even better (albeit more expensive) way for such situations is to isolate the analog circuitry with signal isolators and a DC-DC converter to pass the power.