Converting toy buildings is a good option. I made this from a micro machines building I found at a resale shop.
http://www.dakkadakka.com/dakkaforum/posts/list/352782.page
Also, if you can build the basic building structure yourself, Ground Zero games sells metal doors, windows and vents to add a bit of detail. I used a few on the piece above.
Lastly, check model rail shops for HO scale industrial buildings. Though HO (1/87) is a larger scale than 15mm (1/100), once you figure in the base of the figure and the heroic nature of metal 15mm figs, it can be a pretty good match. In the
UK look for OO (1/76) scale which is close, but a bit bigger still.