It sounds like you might need something a bit more complicated than this (since you mentioned doubly-linked lists), but maybe this will help. This function acts like map over a mutable cyclic list:
mapOnCycling f = concat . tail . iterate (map f)
Use like:
*Main> (+1) `mapOnCycling` [3,2,1]
[4,3,2,5,4,3,6,5,4,7,6,5,8,7,6,9,8,7,10,9...]
And here's one that acts like mapAccumL:
mapAccumLOnCycling f acc xs =
let (acc', xs') = mapAccumL f acc xs
in xs' ++ mapAccumLOnCycling f acc' xs'
Anyway, if you care to elaborate even more on what exactly your data structure needs to be able to "do" I would be really interested in hearing about it.
EDIT: as camccann mentioned, you can use Data.Sequence for this, which according to the docs should give you O1 time complexity (is there such a thing as O1 amortized time?) for viewing or adding elements both to the left and right sides of the sequence, as well as modifying the ends along the way. Whether this will have the performance you need, I'm not sure.
You can treat the "current location" as the left end of the Sequence. Here we shuttle back and forth along a sequence, producing an infinite list of values. Sorry if it doesn't compile, I don't have GHC at the moment:
shuttle (viewl-> a <: as) = a : shuttle $ rotate (a+1 <| as)
where rotate | even a = rotateForward
| otherwise = rotateBack
rotateBack (viewr-> as' :> a') = a' <| as'
rotateForward (viewl-> a' <: as') = as' |> a'