Based on recent X-ray observations of the Milky Way, Magellanic Clouds and nearby starburst galaxies we study population of high mass X-ray binaries, their connection with ultra-luminous X-ray sources and relation to the star formation. Although more subtle SFR dependent effects are likely to exist, the data in the lg(LX) ∼ 36 − 40.5 luminosity range are broadly consistent with existence of a "...