Hard to respond to two different 'scales' in the same question. HO is 1/87 and too large - in the main - to mix with 15mm (1/120 or so) or 18 mm (1/100 or so). Maybe focus the question better?
War in 15 mm - check out his web page, he has a nice display of Old West figures in 15 mm. I have a vast 15/18 mm Old West collection but none yet photo ready, what is painted and based isn't base textured yet. And the rest that is prepped is just primed. And way, way more that isn't even that far along yet.
15 mm and 18 mm will mix to some degree, Peter Pig and Hovels (especially) on the lower end of the spectrum, Blue Moon and Irregular on the tall end of the spectrum.
HO animals can sometimes be used but they are bigger than even 18 mm.
For 15 mm Old West trains, Peter Pig is the option, track from Freikorps/QRF is a decent option. If you are going with HO trains then there is a range of Old West figures from Knuckleduster that are definitely too big for mixing with 18 mm (I know, I ordered some).