I just compiled the OpenSSL v1.0.1p for all popular MSVC compilers, including MSVC 2015. You can download it (+ the scripts to build it yourself) in the Precompiled OpenSSL page.

I basically ported the code from 1.0.2d that fixes a bug that prevents 1.0.1p to be compiled with MSVC 2015.

For reference see my bug report OpenSSL bug #4008

I didn’t realize, but it was reported also earlier by someone else here: https://mta.openssl.org/pipermail/openssl-bugs-mod/2015-August/000089.html