Do mercury lamps that works on a HPS ballast without changing anything exist or did they exist once?

HPS retrofit lamps will operate directly in mercury fixtures with no modifications. Just screw it in, that's all! However note that some HPS retrofit lamps can't be used on CWI nor CWA ballasts, these are the ones made by GE, Sylvania and the old Westy and late 80s Philips. The others will run on all types of mercury ballasts.

Dave, read the words more carefully....
FGS is asking for the opposite......having MERCURY VAPOR LAMP work in a HIGH PRESSURE SODIUM BALLAST........meaning actually putting a special kind of mercury vapor to a high pressure sodium fixture
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I doubt it that they existed, because most HPS fixtures on older poles were mercs or incandescent in the first place, however there ARE MH retrofits for HPS ballasts!

i wonder if those LO-Volt Mercs would work on HPS ballast's?

You should carefully study electrical spec's of lamp's you want to exchange
The MV require the minimum OCV around twice their working voltage to get stable arc and usually at least 250V peak voltage for ignition (might be generated by parallel connected glow-bottle starter intended for higher power fluorescent). But no high-voltage pulsers should be present with the MV lamp, as the high voltage might start an arc outside the arc-tube during hot-restrike attempts.
Beside of this the ballast should provide the required current at the working voltage, but the current does not change so much with lamp voltage.
So if you see e.g. a HX ballast with around 230V OCV providing 1A into 77V lamp, it will likely provide around 0.9A into 130V lamp (so 100W MV burning in 70W pulse-MH ballast)

In Europe the voltage issue is easier, as all lamps are designed for simple inductor as ballast, so OCV is equal to the 230V mains voltage (high power MH luminaires are expected to be powered from 400V between two phase lines - so OCV=400V), so MV lamps (with arc voltage stable over their life) are designed with ~130V working voltage, SON (where the voltage rises) with 77V working voltage.
As MH do require an ignitor (as well as SON), they are usually designed to work on SON ballasts to allow retrofit. And on these pulse-MHs  manufacturers want to reunite the world, so they pass same spec's to US standards
Probe-start MH's are not widely used in Europe, because they do require higher OCV (there is not as much freedom to tune the burner design as on other types), so some much less efficient transformer-type ballast would be needed.