The article describes the results of the investigation focused on the properties of the Zr,Hf-(Zr,Hf)N-(Zr,Hf,Me,Al)N coatings, where Me means chromium (Cr), titanium (Ti), or molybdenum (Mo). These coatings have three-layer architecture, including adhesion, transition, and wear-resistant layers, while the latter, in turn, has a nanolayer structure. Despite the fact that the coatings under study have close values of hardness and critical fracture load LC2, there are noticeable differences in wear resistance during the turning of steel. The tools with the coatings under study demonstrated better wear resistance compared to an uncoated tool and the tool with the commercial ZrN coating. The best wear resistance was detected for a tool with the Zr,Hf-(Zr,Hf)N-(Zr,Hf,Ti,Al)N coating. The study of the pattern of cracking in the structure of the coatings has found that, during the cutting process, active cracking occurs in the coating with Cr, which leads to the fracture of the coating, while the process of cracking is noticeably less active in the coatings with Ti or Mo.