There is Ocsigen (https://en.wikipedia.org/wiki/Ocsigen) which lets you write OCaml on the front-end and back-end, and is a fully-featured self-contained server.

There is also Opium (https://github.com/rgrinberg/opium) which is a Sinatra-like light-weight web server.

Neither has the kind of vast community support like Rails or Django enjoys, and I haven't used them in anger either.

Yes, Cohttp is from the folks who developed the Mirage unikernel: https://github.com/mirage/ocaml-cohttp . They make lightweight stuff that runs blazing fast.