The current dominant approach for neural speech enhancement is based on supervised learning by using simulated training data. The trained models, however, often exhibit limited generalizability to real-recorded data. To address this, we investigate training models directly on real target-domain data, and propose two algorithms, mixture-to-mixture (M2M) training and a co-learning algorithm that improves M2M with the help of supervised algorithms. When paired close-talk and far-field mixtures are available for training, M2M realizes speech enhancement by training a deep neural network (DNN) to produce speech and noise estimates in a way such that they can be linearly filtered to reconstruct the close-talk and far-field mixtures. This way, the DNN can be trained directly on real mixtures, and can leverage close-talk mixtures as a weak supervision to enhance far-field mixtures. To improve M2M, we combine it with supervised approaches to co-train the DNN, where mini-batches of real close-talk and far-field mixture pairs and mini-batches of simulated mixture and clean speech pairs are alternately fed to the DNN, and the loss functions are respectively (a) the mixture reconstruction loss on the real close-talk and far-field mixtures and (b) the regular enhancement loss on the simulated clean speech and noise. We find that, this way, the DNN can learn from real and simulated data to achieve better generalization to real data. We name this algorithm SuperME, $\underline{super}$vised and $\underline{m}$ixture-to-mixtur$\underline{e}$ co-learning. Evaluation results on the CHiME-4 dataset show its effectiveness and potential.