How do I track down an old (15 years ago) Hud-1 settlement statement if it has been misplaced and my mortgage has been passed through several lenders?

You can try contacting HUD directly to see if they still have records. Click here to access their website. 

go back to the closing agent / attorney - they should have it. 

HUD is not going to have it... it's a form called a 'HUD-1" as a industry term; many times HUD has nothing to do with the transaction. 

What information are you trying to obtain specifically? maybe it is available elsewhere? Why do you need it?