Well, first we have to clarify some things. There is 15 mm and there is 20 mm. One is not the other. Yes, 20 mm does approximate HO though not exactly. 20 mm is meant to match to 1/72nd scale plastic. HO is 1/87th scale. Generally, that is close enough for many -- though not certain purists. Now, true 15 mm is close to 1/120th scale and the larger 15 mm (say, Blue Moons so called 15/18 mm) is about 1/100th scale. But neither, in the main, is compatible with HO or 20 mm in my personal experience. And to those who say Blue Moon's 15/18 mm is HO - or even 1/72nd! - I say, no! I've measured and compared side by side and they really don't match, even some of the larger Blue Moon, or Irregular, or Lancashire Games, the three physically largest 15 mm figure ranges I know of. Though, having said that, I do use some HO in my 15 mm world but only animals. For evidence, have a look at my Zoological page at the link below.
Now back to the basic question for 15 to 18 mm in my case: Yessiree, Bob, I do the Old West in 15 mm and for proof of how crazy I'm into it go here:
http://steeplechasingzebras.blogspot.com/p/the-wild-west.htmlScroll down to the listings and study in some detail. Right now I'm hoping to finish my French and Indian War collection this year and then move on to the Old West, which will take a long time to complete.
Here is another link to a yahoo group focused on 15 mm Old West:
http://games.groups.yahoo.com/group/15americanindianwars/ Not super active, but some good info and decent folk found there.
Hope all that helps.