© 2019. The American Astronomical Society. Twenty years have passed since first light for the Sloan Digital Sky Survey (SDSS). Here, we release data taken by the fourth phase of SDSS (SDSS-IV) across its first three years of operation (2014 July-2017 July). This is the third data release for SDSS-IV, and the 15th from SDSS (Data Release Fifteen; DR15). New data come from MaNGA - we release 4824 data cubes, as well as the first stellar spectra in the MaNGA Stellar Library (MaStar), the first set of survey-supported analysis products (e.g., stellar and gas kinematics, emission-line and other maps) from the MaNGA Data Analysis Pipeline, and a new data visualization and access tool we call "Marvin." The next data release, DR16, will include new data from both APOGEE-2 and eBOSS; those surveys release no new data here, but we document updates and corrections to their data processing pipelines. The release is cumulative; it also includes the most recent reductions and calibrations of all data taken by SDSS since first light. In this paper, we describe the location and format of the data and tools and cite technical references describing how it was obtained and processed. The SDSS website (www.sdss.org) has also been updated, providing links to data downloads, tutorials, and examples of data use. Although SDSS-IV will continue to collect astronomical data until 2020, and will be followed by SDSS-V (2020-2025), we end this paper by describing plans to ensure the sustainability of the SDSS data archive for many years beyond the collection of data.