A battery that has totally failed or an alternator that was not charging a battery while the car was running could allow a car to just totally shut down. A lot more information is needed. Have you tried to "jump" start the car from another car? Was it driving fine and just shut down, would it crank over at all (even if it would not catch or try to start)? Check the battery connections are clean tight and secure, most likely a failed battery try jump starting it but if the battery has an open circuit internally it will need a battery.
Way too many possibilities with "what would cause my car to completely shut down?" As mentioned above plus fuel pump, any number of sensors, the ECU. Do you know if there were any codes stored? Did the check engine light come on before it died?