Where do you get TM dig?

depends what version ur playing...

in ruby and sapphire u can get it on route 114. and emerald MIGHT be the same.

in leafgreen and firered u can get it in cerulean city in the celadon mart.

and in diamond and pearl u can find it on route 214.

in emerald you get from the Fossil Maniacs little brother, its probably the same in Ruby and Sapphire