Coatings of carbides (TiC and TiC/CrC) and nitrides (TiN and CrN) were deposited onto two types of cold work tool steel using physical vapour deposition (PVD) and chemical vapour deposition (CVD). The adhesion strength was measured using two versions of the scratch testing technique (stepwise and linearly increasing load). The adhesion strength represented by the critical load for coating removal L c and the coefficient of friction at the critical load μ c was determined. The stepwise increasing load resulted in lower L c and higher μ c compared with the linearly increasing load. The formation of different regular crack patterns in the coatings during the contact between scratch indenter and exposed coating surfaces is presented schematically and the formation mechanism is explained and analysed. Higher residual stresses were observed in PVD coatings deposited onto substrates of greater roughness, owing probably to the high grain boundary constraint during growth. For the CVD coatings, the surface roughness of the substrate did not affect the coating's residual stresses because stress formation is due to the difference in the coefficients of thermal expansion. Models of the work of adhesion between the coating and substrate are reviewed critically and expanded.