The sliding wear and failure behaviors of CrN and AlTiN coatings on high speed steel (HSS) and cemented carbide (WC-Co) were investigated on a reciprocating test machine under different normal forces (30–120 N). The wear mechanism was explored based on the analysis of coefficient of friction (CoF), wear and damage of coating. Then, the coating service life maps were established and the factors affecting the coating life were explored. The results indicated that the bonding strength of coatings to the WC-Co substrate were larger than those to the HSS substrate. The CoFs of CrN fluctuated during the wear process, while CoFs of AlTiN coatings were closer to those of the uncoated substrates. The wear depths of coated samples were smaller than those of uncoated substrates. The wear depths were small when the coatings worked and then increased with the number of cycles and the normal forces. For the CrN coatings, they had longer service life under smaller normal forces than under the large forces. Under small forces, an adhesion layer derived from the wear debris was formed on the coating surface to reduce the wear at the beginning of the test, after that the main failure mechanism was abrasive wear and delamination. Under large forces, the main failure mechanism was spallation. For the AlTiN coatings, the main failure mechanism was spallation on the HSS substrate; however, on the WC-Co substrate it was adhesive and abrasive wear. The coatings (CrN and AlTiN) on WC-Co had longer service life under various normal forces than on the HSS. CrN coating has the better wear-resistance than AlTiN coatings.