The Collaborative International Dictionary of English v.0.48:

Coup \Coup\ (k[=oo]), n. [F., fr.L. colaphus a cuff, Gr.
   ko`lafos.]
   1. A sudden stroke delivered with promptness and force; --
      used also in various ways to convey the idea of an
      unexpected, clever, and successful tactic or stratagem.
      [1913 Webster +PJC]

   2. A single roll of the wheel at roulette, or a deal at rouge
      et noir. [Cant]
      [Webster 1913 Suppl.]

   3. Among some tribes of North American Indians especially of
      the Great Plains, the act of striking or touching an enemy
      in warfare with the hand or at close quarters, as with a
      short stick, in such a manner as by custom to entitle the
      doer to count the deed an act of bravery; hence, any of
      various other deeds recognized by custom as acts of
      bravery or honor.

            While the coup was primarily, and usually, a blow
            with something held in the hand, other acts in
            warfare which involved great danger to him who
            performed them were also reckoned coups by some
            tribes.                               --G. B.
                                                  Grinnell.

            Among the Blackfeet the capture of a shield, bow,
            gun, war bonnet, war shirt, or medicine pipe was
            deemed a coup.                        --G. B.
                                                  Grinnell.
      [Webster 1913 Suppl.]

   Coup de grace (k[=oo]` de gr[.a]s") [F.], the stroke of
      mercy with which an executioner ends by death the
      sufferings of the condemned; hence, a decisive, finishing
      stroke.

   Coup de main (k[=oo]` de m[a^]N") [F.] (Mil.), a sudden and
      unexpected movement or attack.

   Coup de soleil (k[=o]` de s[-o]*l[asl]l or -l[asl]"y') [F.]
      (Med.), a sunstroke. See Sunstroke.

   Coup d'['e]tat (k[=oo]" d[asl]*t[aum]") [F.] (Politics), a
      sudden, decisive exercise of power whereby the existing
      government is subverted without the consent of the people;
      an unexpected measure of state, more or less violent; a
      stroke of policy.

   Coup d'[oe]il (k[=oo]` d[~e]l"). [F.]
      (a) A single view; a rapid glance of the eye; a
          comprehensive view of a scene; as much as can be seen
          at one view.
      (b) The general effect of a picture.
      (c) (Mil.) The faculty or the act of comprehending at a
          glance the weakness or strength of a military
          position, of a certain arrangement of troops, the most
          advantageous position for a battlefield, etc.
          [1913 Webster]

WordNet (r) 3.0 (2006):

coup de grace
    n 1: the blow that kills (usually mercifully) [syn: deathblow,
         coup de grace]

Moby Thesaurus II by Grady Ward, 1.0:

26 Moby Thesaurus words for "coup de grace":
   KO, bane, clincher, crusher, death, death knell, death stroke,
   deathblow, doom, end, end-all, ender, fate, final stroke, finisher,
   finishing stroke, kayo, kayo punch, knockout, knockout blow,
   last dab, lethal blow, quietus, settler, sockdolager, stopper