That's hard. 4-5 amps is quite a bit, and most crap we tend to use takes DC input.
How about this - take the cover off a 10A car battery charger, and pull power off the input side of the rectifier? Voltage might end up being a little on the low side, but it'd be safe and convenient.
Otherwise - (and I don't recommend this) You might be able to set up a simple voltage divider using a number light bulbs, BUT light bulbs don't have a constant resistance (they have a strongly positive temperature to resistance coefficient). That makes calculations difficult, you'd have to experiment with different combinations. Also, it would be unregulated - which means that the output voltage would fluctuate with current draw; and it would not provide any electrical isolation.
The other disadvantage is you'd be sinking a LOT of heat, if you needed 15V@5A, coming from 125V, you would need to sink 550 watts.
I wouldn't recommend dicking with it, but doable.