In Haskell functors are endofunctors in the category Hask. Endofunctors are a special case of functors where the source and result category are the same, and Hask is a category of Haskell types. So essentially Haskell functors are all Hask -> Hask transformations. For example applying "fmap show" to a Maybe Int produces a Maybe String, which are both in Hask.
In OCaml you can treat modules of the same signature as categories. If you look at [1] and look at the example for intervals, you have one category of Comparable modules and another category of Interval modules. The Make_interval functor maps objects from Comparable to Interval.
So it really is the same concept, just different applications, but they follow the same theoretical framework and properties.