The definition of Damp location indicates "Interior locations subject to moderate degrees of moisture, such as some basements, some barns, and some cold-storage warehouses."
The exterior concrete wall of a basement is a damp location because concrete can have moisture that seeps through from the exterior. If you are to mount a panel on an exterior concrete wall of a basement you would hold the panel off the wall 1/4 inch according to 312.2(A).
Again the interior of an attached residential garage is a dry location in my opinion, and EMT and set screw fittings would be just fine.
Chris