Where can I download the offline install for visual studio 2015 express?

first you have to download vs2015 express web version (wdexpress_full_ENU.exe : 209 kb)

then run following command in your command prompt:

wdexpress_full_ENU.exe /layout

final downloaded folder size is about 9.16 GB

EDIT: Visual Studio 2017 express changed offline installation

EDIT: Visual Studio 2019 community :

vs_community.exe --layout C:\vs2019 --lang en-US