In 4e, you could only be targetted by a coup de grace if you had the 'helpless condition'. Usually, this only happened when you fell unconscious.
In 5e, there is still a coup de grace mechanic, when creatures are subject to certain conditions, attacks that hit them will automatically be critical hits. There are two effects in 5e that allow an attacker to automatically crit.
U n c o n s c io u s • An unconscious creature is incapacitated (see the condition), can’t move or speak, and is unaware of its surroundings • The creature drops whatever it’s holding and falls prone. • The creature automatically fails Strength and Dexterity saving throws. • Attack rolls against the creature have advantage. • Any attack that hits the creature is a critical hit if the attacker is within 5 feet o f the creature.
PHB 292
Pa r a l y z e d • A paralyzed creature is incapacitated (see the condition) and can’t move or speak. • The creature automatically fails Strength and Dexterity saving throws. • Attack rolls against the creature have advantage. • Any attack that hits the creature is a critical hit if the attacker is within 5 feet o f the creature.
PHB 291