I have a ThinkPad T60 and am running Ubuntu 15.10 (I was having this problem on 14.04, so hoped updating might fix it). My second screen is a TV monitor, but I've attempted connecting to other monitors at work too with the same problem.
When I connect the screen, ubuntu detects that it's there and lets me use it. However, the screen itself continues to say no signal and doesn't show anything at all. (It shows up as an unknown screen on the monitor settings, and I can slide things across to sit on it, and my mouse will move over to it. Getting things back on the only working screen is quite interesting as you have to guess where to grab them.) I'm connecting via a VGA cable, and have tried running the cable both from the VGA port on the side of the laptop and from the VGA port on my dock. I've tried turning the cable around, using a different cable, using a different monitor and cable (both known to work from connecting through something else), turning the laptop and screen on in different sequences, and turning the screen off and back on in the monitor settings.
It worked when I first tested out the TV screen over Christmas.
EDIT: I just took a screnshot for something else, and discovered that the other screen shows up perfectly on the screenshot, even though the monitor itself still says no signal. I have also tried using the intel driver update software.
EDIT 2: I have tried installing xrandr and everything else under technical items that came up with 'randr'. As it was working at Christmas, I suspect that there must be some package that has been disabled or a new package that is interfering with it, but I don't know what that would be.