No, as long as you can recognize when you car is out of fuel. If you car runs out of fuel, and you keep on driving full throttle, and the motor runs long enough at a fast RPM with little or no fuel, it can damage it.
You can usually tell, however, that you engine all the sudden get very lean, and storts to bog out. When this happens you want to stop driving and either let is die out(if it doesn't take long), or shut it off(if it has been running for a while and refuses to shut off).