Normally a bull rush can only be attempted as a standard action or as part of a charge action.
You can make a bull rush as a standard action or as part of a charge, in place of the melee attack.
But there are abilities and feats that let you bull rush an opponent as part of a melee attack, like the Shield Slam feat. This means you could use bull rush as part of an attack of opportunity if you attacked with your shield.
If the target was bull rushed away and you didn't move with him, you would be out of his reach and his attack would fail.
Disarm uses an attack action with a held weapon, thus it can be used with an attack of opportunity, similar to a bull rush.
Even if he had another weapon, he cannot replace the weapon he declared on his action, you interrupted his action after he declared it, so it was interrupted and he would have to spend another full-round action with his other weapon.
Condition that remove the ability to act
Such as Nauseated (Nauseated creatures are unable to attack), Paralyzed (A paralyzed character is frozen in place and unable to move or act.), Staggered (A staggered creature may take a single move action or standard action each round), or Stunned (A stunned creature drops everything held, can’t take actions).
This can be done with certain feats or class abilities, such as Stunning Fist.
You could kill him
If you deal enough damage so he goes unconcious or death, his action is simply interrupted and his coup-de-grace fails.
Draw a weapon
The Fascinated condition has another way to prevent this special attack:
Any obvious threat, such as someone drawing a weapon, casting a spell, or aiming a ranged weapon at the fascinated creature, automatically breaks the effect.
If the target is no longer fascinated, she can no longer make a coup de grace.
At any point after 3 rounds, she may make a coup de grace attack against the target, provided the target is still fascinated.