The structural and magnetic phase transitions have been studied on NdFeAsO single crystals by neutron and x-ray diffraction complemented by resistivity and specific heat measurements. Two low-temperature phase transitions have been observed in addition to the tetragonal-to-orthorhombic transition at T_S = 142 K and the onset of antiferromagnetic (AFM) Fe order below T_N = 137 K. The Fe moments order AFM in the well-known stripe-like structure in the (ab) plane, but change from AFM to ferromagnetic (FM) arrangement along the c direction below T* = 15 K accompanied by the onset of Nd AFM order below T_Nd = 6 K with this same AFM configuration. The iron magnetic order-order transition in NdFeAsO accentuates the Nd-Fe interaction and the delicate balance of c-axis exchange couplings that results in AFM in LaFeAsO and FM in CeFeAsO and PrFeAsO.