After following the instructions in INSTALL.W64 I have two problems:
If you're building in cygwin, you can use the following script, assume MSDEVPATH has already been set to your Visual Studio dir
echo "Building x64 OpenSSL"
# save the path of the x86 msdev
MSDEVPATH_x86=$MSDEVPATH
# and set a new var with x64 one
MSDEVPATH_x64=`cygpath -u $MSDEVPATH/bin/x86_amd64`
# now set vars with the several lib path for x64 in windows mode
LIBPATH_AMD64=`cygpath -w $MSDEVPATH_x86/lib/amd64`
LIBPATH_PLATFORM_x64=`cygpath -w $MSDEVPATH_x86/PlatformSDK/lib/x64`
# and set the LIB env var that link looks at
export LIB="$LIBPATH_AMD64;$LIBPATH_PLATFORM_x64"
# the new path for nmake to look for cl, x64 at the start to override any other msdev that was set previously
export PATH=$MSDEVPATH_x64:$PATH
./Configure VC-WIN64A zlib-dynamic --prefix=$OUT --with-zlib-include=zlib-$ZLIB_VERSION/include --with-zlib-lib=zlib-$ZLIB_VERSION/x64_lib
# do the deed
ms/do_win64a.bat
$MSDEVPATH_x86/bin/nmake -f ms/ntdll.mak ${1:-install}
According to the official documentation:
"You may be surprised: the 64bit artefacts are indeed output in the out32* sub-directories and bear names ending *32.dll. Fact is the 64 bit compile target is so far an incremental change over the legacy 32bit windows target. Numerous compile flags are still labelled "32" although those do apply to both 32 and 64bit targets."
So the first answer is no longer necessary.
Instructions can be found here:
https://wiki.openssl.org/index.php/Compilation_and_Installation#W64