In this paper we show that the Hamiltonian Monte Carlo method for compact Lie groups constructed in [18] using a symplectic structure can be recovered from canonical geometric mechanics with a bi-invariant metric. Hence we obtain the correspondence between the various formulations of Hamiltonian mechanics on Lie groups, and their induced HMC algorithms. Working on G × g we recover the Euler-Arnold formulation of geodesic motion, and construct explicit HMC schemes that extend [18,19] to non-compact Lie groups by choosing metrics with appropriate invariances. Finally we explain how mechanics on homogeneous spaces can be formulated as a constrained system over their associated Lie groups, and how in some important cases the constraints can be naturally handled by the symmetries of the Hamiltonian.