We were confusing our French terms. Of course they look relatively different, but they are phonetically pronounced coo-de-gra and coo-de-ta, respectively, thus sounding very similar. Their meanings are very different.
coup de grâce is a “blow of mercy” or a mercy-kill.
coup d’état is the sudden overthrow of a government.
In the situation that made me look this up, there was a coup d’état of a group… I’m surprised the new leadership was not also the coup de grâce.

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I first assumed this was going to tie back into D&D.
Speaking of which, I once played in a campaign with a guy who insisted it was pronounced coo-de-gracie. There were quite a few mercy killings in that campaign (we were a ruthless, bloodthirsty bunch), and I had to fight down the urge to smack him each time. At least he got the 'coup de' part right.
In his defense, French is stupid.
Other favorites of mine are hours' devours and rendezvous.
Also:
c'est la vie
faux
ménage à trois (which means, literally, "household for three")
and I'll amend the spelling in my last comment to:
hors d'œuvre
My favorite French phrase is "I Surrender" followed by one of those creepy french laughs.