The Andromeda Galaxy recurrent nova M31N 2008-12a had been observed in eruption ten times, including yearly eruptions from 2008-2014. With a measured recurrence period of $P_\mathrm{rec}=351\pm13$ days (we believe the true value to be half of this) and a white dwarf very close to the Chandrasekhar limit, M31N 2008-12a has become the leading pre-explosion supernova type Ia progenitor candidate. Following multi-wavelength follow-up observations of the 2013 and 2014 eruptions, we initiated a campaign to ensure early detection of the predicted 2015 eruption, which triggered ambitious ground and space-based follow-up programs. In this paper we present the 2015 detection; visible to near-infrared photometry and visible spectroscopy; and ultraviolet and X-ray observations from the Swift observatory. The LCOGT 2m (Hawaii) discovered the 2015 eruption, estimated to have commenced at Aug. $28.28\pm0.12$ UT. The 2013-2015 eruptions are remarkably similar at all wavelengths. New early spectroscopic observations reveal short-lived emission from material with velocities $\sim13000$ km s$^{-1}$, possibly collimated outflows. Photometric and spectroscopic observations of the eruption provide strong evidence supporting a red giant donor. An apparently stochastic variability during the early super-soft X-ray phase was comparable in amplitude and duration to past eruptions, but the 2013 and 2015 eruptions show evidence of a brief flux dip during this phase. The multi-eruption Swift/XRT spectra show tentative evidence of high-ionization emission lines above a high-temperature continuum. Following Henze et al. (2015a), the updated recurrence period based on all known eruptions is $P_\mathrm{rec}=174\pm10$ d, and we expect the next eruption of M31N 2008-12a to occur around mid-Sep. 2016.