Sure you can do it using advanced indexing, whether it is the fastest way probably depends on your array size (if your rows are large it may not be):
rows, column_indices = np.ogrid[:A.shape[0], :A.shape[1]]
# Use always a negative shift, so that column_indices are valid.
# (could also use module operation)
r[r < 0] += A.shape[1]
column_indices = column_indices - r[:, np.newaxis]
result = A[rows, column_indices]