Historians like David Kennedy, Alan Brinkley, and Christine Borgwardt actually have argued that World War II and the Cold War actually entrenched New Deal policies, and if anything, expanded their focus to other places. The Marshall Plan, in particular, was basically formulated by New Dealers. And of course, the aftermath of WWII saw sweeping government programs, most notably the GI Bill of Rights and federal housing legislation. The reaction to New Deal programs has largely been a product of a conservative backlash that began in the early 1970s, and temporarily reached a high-water mark with Ronald Reagan. The claim was popularized that the costs of New Deal and Great Society-type programs outweighed their benefits. This view has become one of the cornerstones of modern conservatism.
Are we talking about recent times? If so (to the extent that it has actually happened) it has been because of the fact that the New Deal-type programs cost so much and because people are starting to worry about too much government involvement in our lives. If you're talking about the end of the New Deal, it was because WWII and then the Cold War generally forced other priorities to the fore.