Here's why:
* It's a participle phrase. It acts as an adjective, describing someone or something.
* It needs a subject. We need to know who or what is coming with us.
Here are some examples of how to use it correctly:
* The kids are coming with us. (The subject is "kids")
* Are you coming with us? (The subject is "you")
* The dog is coming with us to the park. (The subject is "dog")
Let me know if you'd like more examples!