To answer your question, yes a damaged PSU, overloaded PSU. Just about any type of failure associated with a PSU CAN cause damage to your system.
I've personally had a Graphics card fried by a Thermaltake PSU in one system.
A friends Asus motherboard had burn marks after a Antec 550W PSU was fried (happened about 2 months ago).
In both cases the PSU's seemed fine until one day. Thermaltake exploded, Antec made weird noises a few months before it failed (not the fan failing, humming noise commonly heard on transformers, bad sign for a PSU).
And finally another system I built had a bad OCZ PSU, the system powers up, I could reach the BIOS, but the system kept on restarting at random. Also made the humming noise. It damaged the RAM on the system.
Don't be thinking expensive PSU = quality. I only buy Enermax, AOpen and Seasonic now. Haven't had problems yet, but I'm sure there are people who have bought those exact models and had trouble. Best is if you know the PSU did damage to the brand new components, just claim ignorance. Else they'll try to bitch about warranty issues.