Crises such as natural disasters, global pandemics, and social unrest continuously threaten our world and emotionally affect millions of people worldwide in distinct ways. Understanding emotions that people express during large-scale crises helps inform policy makers and first responders about the emotional states of the population as well as provide emotional support to those who need such support. We present CovidEmo, ~1K tweets labeled with emotions. We examine how well large pre-trained language models generalize across domains and crises in the task of perceived emotion prediction in the context of COVID-19. Our results show that existing models do not directly transfer from one disaster type to another but using labeled emotional corpora for domain adaptation is beneficial.