Last post to stop going off too far on a tangent - damages are irrelevant. You could have sustained a billion dollars in damages, but if you can't allege any set of facts to give you relief (because the law bars your type of claim), you get dismissed. For example: a fraud claim where you allege a billion dollars in damages caused by defendant's omission of material facts. But if defendant shows on a motion to dismiss that as a legal matter there was no corresponding duty to disclose that information (generally a legal requirement on a fraud claim based purely on omission of material facts), you lose as a matter of law. Dismissed.

Edit: zero damages (where it is clear on the face of the complaint that you have suffered no losses/damages) can be a cause for dismissal, as many causes of action require damages as an element of proof. Federal courts will sometimes conflate the issue with Article III standing and dismiss some zero damages/losses cases on standing grounds.

Second edit: fairly recent US Supreme Court decisions that have reshaped pleading standards in federal court, making it tougher for cases to survive even a motion to dismiss at the pleadings stage (on substantive merits): the Twombley and Iqbal decisions.