Subset-lex: did we miss an order?

We generalize a well-known algorithm for the generation of all subsets of a set in lexicographic order with respect to the sets as lists of elements (subset-lex order). We obtain algorithms for various combinatorial objects such as the subsets of a multiset, compositions and partitions represented as lists of parts, and for certain restricted growth strings. The algorithms are often loopless and require at most one extra variable for the computation of the next object. The performance of the algorithms is very competitive even when not loopless. A Gray code corresponding to the subset-lex order and a Gray code for compositions that was found during this work are described.