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I ran a quick search, and there have been a few similar discussion about this, but no real landing point. This situation was a little more likely to come up in play, as well.
We had a situation on the weekend where a BBEG had been knocked out by a Witch's Slumber Hex. Wihtout going into detail, we still needed to move and treat the BBEG, so we wanted to more-permanently incapacitate him.
My Divine Hunter/Gunslinger was also present, and has the capability of making his Musket Merciful, which converts all of the damage of the weapon to non-lethal. If I was to do so, and then perform a Coup de Grace on the helpless victim, what is the outcome? Given that the damage is nonlethal, does the victim still need to make a save to avoid death? Is the DC of the save actually modified by the nonlethal damage? Can you even Coup de Grace with a nonlethal weapon? What if the nonlethal damage was high enough to cause lethal damage as well (which is likely with a d12 x 4 crit weapon) - does this change the answer?
If you can at all, please reference actual rules for this, rather than just give your opinion.

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Damage: Automatic crit that deals non-lethal damage. Subject to lethal damage if the non-lethal would be more that the creature's maximum hit points.
Save vs. Death: I would rule the creature makes a save only if the creature takes lethal damage from the coup de grace, and the save is based on lethal damage taken. I have no RAW basis for this ruling.

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"Coup de Grace: As a full-round action, you can use a melee weapon to deliver a coup de grace (pronounced “coo day grahs”) to a helpless opponent. You can also use a bow or crossbow, provided you are adjacent to the target.
You automatically hit and score a critical hit. If the defender survives the damage, he must make a Fortitude save (DC 10 + damage dealt) or die. A rogue also gets her extra sneak attack damage against a helpless opponent when delivering a coup de grace.
Delivering a coup de grace provokes attacks of opportunity from threatening opponents.
You can't deliver a coup de grace against a creature that is immune to critical hits. You can deliver a coup de grace against a creature with total concealment, but doing this requires two consecutive full-round actions (one to “find” the creature once you've determined what square it's in, and one to deliver the coup de grace)."
It states nothing about having to be lethal or non-lethal damage, it merely points out that you automatically hit and score a critical hit. The only issue, is that the defender still must make a fort save, or die.
That's RAW in it's most simple understanding. I'm sure if your GM is cool enough, he can fiddle with how that works. Though, if you're going to just do one attack for double damage, that uses a full-round action, why not just do a full-attack and hit them 2 times or more for nonlethal damage(I guess if you're crit modifier was different..)? They'll be easy enough to hit either way.

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To Kazumetsa - as I mentioned in the original post, the weapon was a musket, so 1d12, x4 on a crit. Quite a difference. Also, with a musket, it is virtually impossible to make multiple attacks in a round.
So, it looks like there is no RAW to support any difference between a lethal and nonlethal CdG. Damn. I suspect the rule was written without considering nonlethal damage. A shame.

Cevah |

Unless your GM houserules it, you can't even deliver a coup de grace with a musket since it isn't a melee weapon... I'd allow it since it makes sense to do so by putting the muzzle to the temple and firing thusly, but by RAW it can't be done.
Since you can CdG with a bow or crossbow, when adjacent, I see no bar to other ranged weapons used adjacent.
/cevah

Cranky Dog |
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What if the nonlethal damage was high enough to cause lethal damage as well (which is likely with a d12 x 4 crit weapon) - does this change the answer?
This.
If we go by standard rules concerning nonlethal damage:
If a creature's nonlethal damage is equal to his total maximum hit points (not his current hit points), all further nonlethal damage is treated as lethal damage. This does not apply to creatures with regeneration. Such creatures simply accrue additional nonlethal damage, increasing the amount of time they remain unconscious.
I left the regenerating bit as an interesting extra, just in case.
The target being helpless, it would initially receive massive amounts of nonlethal damage from the Coup De Grace, put it KO, but is still alive. Once you hit the real damage threshold (possible in the initial hit), the likelihood of instant death is quite real. It just took a few extra swipes.
I'd rule that for the Fort saving throw, it has to be real damage to count.
People have to remember that Coup De Graces aren't always automatically fatal either, even with normal damage.
When you stop to think about it, a nonlethal coup de grace is perfect for a "bring'em back alive" scenario.

Tacticslion |

I was thinking about this and I was wondering a few things.
1) What level are you?
2) What is the BBEG's level?
3) Can you use a readied Aid Another (or more) to ensure he succeeds on his Death Save?
4) Is there access to magic that will raise the dead? Even a Reincarnate spell (which is much cheaper)?
(I mean, that an a Polymorph Any Object spell could get you very similar or even better effects, to a point, than Raise Dead - the two-spell combo would put you back 2,480 gold, whereas the Raise Dead would cost you 5,450 gold, just on spell-casting services alone. The scroll-price would be a bit more, of course, but that's not too difficult to find, over-all.)
Ceremony was the only spell I noted that had anything like a generic bonus to saves against death, and I don't really think you have eight hours and a corpse.
So: Aid Another, I'd suggest, and any morale bonuses you can lay hands on. Note that Aid Another's use in this manner requires GM fiat, as the BBEG is neither a friend (at least, I presume not, though he might be) nor is a Saving Throw noted in the description, though "other actions" certainly include making a save. The heal skill actually has even less RAW-support, but is definitely a stronger RAI-ish category for this sort of thing, especially since they've already expanded the rules to include villainous uses (though that is a 3rd Party publication).
Also, strictly RAW, a bow or a crossbow is included in the Coup De Grace action, whereas a gun is not - thus, technically, you couldn't use a gun... however I'd suggest that insisting upon that much RAW would be a poor ruling, considering a bow or crossbow is actually much more difficult to use Coup De Grace-level of accuracy/aiming, even from five feet away (what is considered "adjacent" in PF) than a gun of pretty much any kind whatsoever.

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Why does the level make a difference? It doesn't change the rules. But, in this specific case, the character is 6th level. I have no idea what level the BBEG was.
Was there access to Raise Dead? Maybe, but in the specific scenario (it's a PFS scenario, so trying not to spoil too much. Plus, it's not relevant to the discussion), we were trying to bring back the BBEG alive, cured of the condition that was causing him to be the BBEG. If he had been killed, I suspect he would have refused to be raised.
Guns were not in the rules when this rule was written, so of course they aren't mentioned.
And again, none of this is at all relevant to what I wanted to actually know, which were the rules interaction of CdG with nonlehtal damage.

Tacticslion |

Why does the level make a difference? It doesn't change the rules. But, in this specific case, the character is 6th level. I have no idea what level the BBEG was.
Was there access to Raise Dead? Maybe, but in the specific scenario (it's a PFS scenario, so trying not to spoil too much. Plus, it's not relevant to the discussion), we were trying to bring back the BBEG alive, cured of the condition that was causing him to be the BBEG. If he had been killed, I suspect he would have refused to be raised.
Guns were not in the rules when this rule was written, so of course they aren't mentioned.
And again, none of this is at all relevant to what I wanted to actually know, which were the rules interaction of CdG with nonlehtal damage.
I'm sorry if my post somehow seemed offensive - it certainly wasn't intended, though it seems (in the tonal-void of the 'net, from my reading of your reply) that it was.
My questions were to generate more information so that I could create a better recommendation, if something came to mind. Effectively, I was trying to take stock of your options to better help you, not attempting to question you or your group in some way.
The fact that it is a PFS scenario (unless it was a PFS Scenario that was run in a home game) does actually bring some amount of clarity to the difficulty of your task. Home games have a substantial amount more time and leeway when dealing with these kinds of things, while Society games work at minimizing table variation.
I know you were looking for Non-lethal+CdG, but I hoped that I might be able to give you other, potentially unrelated advice to accomplish your goal. In a society game... I'm afraid I've got nothing other than what I've given. Sorry.
I agree with your reasoning for why guns aren't there - that, unfortunately, doesn't change RAW, as they're hardly the only non-ranged weapon to be excluded (both thrown weapons, including improvised weapons, and slings were excluded, for instance). My point was entirely that RAW they didn't exist, while RAI they'd probably be entirely included within the use of CdG.
The reason I bothered to mention the difference between RAW and RAI is that this is the Rules subforum - my note was to be clear and educate, as RAW v. RAI is important here, even if I'd tend to side against RAW in my own games (which I would). If there is some line somewhere in the RAW that includes guns in places that bows or crossbows would be used (such as CdG) I'd actually be really interested in increasing my knowledge.
Regardless, I'm not against you using your guns (or anyone using their guns), even in a Society game, to CdG. I mentioned what I did purely for the Absolute Rules As Written Information that is supposed to be propounded here.

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No offense, just seemed you were ignoring the purpose of the original post, which was to talk about the rules involved, not options. Thanks for trying to help, though.
I do understand the RAW vs RAI, but you do need to take RAW into context. If a rule doesn't specifically mention some wrinkle, it could be due to a purposeful omission, or it could be due to the author not thinking of that situation. You can't always tell which by reading. In this case, since the weapons didn't even exist when the rule was written, they couldn't possibly have been included. The option could have been added into the firearm rules, but...is the omission purposeful or neglectful?
Realistically, I can see why both thrown weapons and slings would have been excluded when the rule was written. It would be next to impossible to let a sling fly from right beside someone. And a thrown weapon...you wouldn't be throwing it for a CdG, you'd be using it as a melee weapon. So, those make sense. But a gun? Surely, it is in the same category as a crossbow?
In the same fashion, it appears the rules don't distinguish between lethal and non-lethal for CdG. This is likely also an omission, but the RAW is indeed silent. So, currently, a CdG with non-lethal will work just like lethal, unless the GM decides otherwise.