The Damaged box set includes a certificate of authenticity stating that only 1000 copies were produced worldwide. The box set, created in Germany, includes all three versions of the We're In This Together singles, a T-Shirt with the words "TOO FUCKED UP TO CARE ANYMORE" printed on the front and "ST*RFUCKERS INC" printed on the back. A sticker that says "ST*RFUCKERS INC." is also included along with leather coaster that has "NIN" printed on it.

Although this box set does contain official material, the set itself is a bootleg. In a recent discussion on nin.com, Trent Reznor responded to a question about this and another box set; "Those are all bootlegs. I don't even know what's on them. Usually, that stuff is shitty quality crap designed to rip you off."