## MATLAB (<s>49</s> 46 bytes)
@(k)eval('while k;disp(k);k=randi(k)-1;end;0')
Sample output:
>> @(k)eval('while k;disp(k);k=randi(k)-1;end;0')
ans(5)
ans =
@(k)eval('while k;disp(k);k=randi(k)-1;end;0')
5
3
2
1
ans =
0