Alloys and superlattices of Ho and Lu have been grown using molecular beam epitaxy and their magnetic structures determined using neutron-scattering techniques. The 4f moments in the alloys form a helix at all compositions with the moments aligned in the basal plane perpendicular to the wave vector, q, of the helix. The dependence of both the transition temperature, T-N, and q on composition are consistent with a model where the conduction-electron susceptibility is the weighted average of the constituents. Below T-N the superlattices also order into helical structures, with the phase of the helix remaining coherent through the nonmagnetic Lu blocks. The neutron scattering from the superlattices is consistent with a model in which there are different phase advances of the helix turn angle through the Ho and Lu blocks, but with a localized moment on the Ho sites only. A comparison of the parameters extracted from this modeling with earlier results for Ho/Y superlattices reveals several trends and suggests that the propagation of coherent magnetic order in these materials may depend on the band structure of the superlattice as a whole and cannot be explained in terms of independent blocks of Ho and Lu. At low temperatures, for superlattices with fewer than approximately twenty atomic planes of Ho, the Ho moments within a block undergo a phase transition from helical to ferromagnetic order, with the coupling between successive blocks dependent on the thickness of the Lu spacer.