The harmonic minor and melodic minor scales are not modes of the natural minor scale. A mode is a very specific idea in music where you start building a scale on another note of the scale.
For example, A minor consists of the notes
A, B, C, D, E, F, G, A and it's built using the scale pattern
W-H-W-W-H-W-W. You also may notice that C major consists of the notes
C, D, E, F, G, A, B, C and it's built using the scale pattern
W-W-H-W-W-W-H. As you can see, these scales are closely related and are created by starting at a different place in the scale pattern, and when we talk about modes of scales this is what we refer to. You would not call the melodic or harmonic scale a mode of the natural minor, but a scale that is based on that scale with a few deviations explained here.
The melodic and harmonic minor scales each do have modes and in general, any scale will have N modes where N is the number of distinct notes in it, with a few exceptions because of symmetric scales like the whole tone and chromatic.
Most scales I can name are modes of the standard major/minor scale, the harmonic minor scale, and the melodic minor scale, so if you just study those, you'll have a lot of material. You can still encounter/make new scales and they will have names based on what scales they relate to. For example, if you really wanted to, you could build a melody & harmony off the major scale with a lowered 2nd degree. In C, this would be:
C - Db - E - F - G - A - B
You would call this Ionian b2 because it is pretty much the Ionian/major scale with a lowered 2nd.