On Linux systems,
/var/log/secure (or similar, depending on distro) shows all SSH login activity. Is there a similar log for SCP? If not, what's a good approach to enabling logging of scp activity on my servers? Is it SELinux through /var/log/audit/audit.log?
You need to adjust your sshd logging level.
Look at the
SCP uses SSH connections to transfer files, so SCP logins should appear in the same logs alongside SSH logins. From the man pages: