Answered a question that’s virtually identical to this very recently on the WordPress.org forums.
Custom Post Type Archive Page – Pagination Isn’t Working
I’ve provided a work-around / fix in that thread that should also work for you to.
🙂
EDIT: You also need to add the paging parameter to your query..
Eg.
$args = array(
'post_type' => 'my_post_type',
'paged' => get_query_var('paged') ? get_query_var('paged') : 1,
'posts_per_page' => 15,
);
$loop = new WP_Query;
$loop->query( $args );
I reformatted the code to make it a little more readable, end result will be the same.