COVID-19 emerged in November 2019 leading to a global pandemic that has not only resulted in widespread medical complications and loss of life, but has also impacted global economies and transformed daily life. The current rapid response study in a convenience online sample quickly recruited 2,065 participants across the United States, Canada, and Europe in late March and early April 2020. Cross-sectional findings indicated elevated anxiety and depressive symptoms compared to historical norms, which were associated with COVID-19 concern more strongly than epidemiological data signifying objective risk. Employment loss was associated with greater depressive symptoms and COVID-19 concern, and depressive symptoms and COVID-19 concern were significantly associated with more stringent self-quarantine behavior. The rapid collection of data during the early phase of this pandemic is limited by under-representation of non-Caucasians and middle age and older adults. Nevertheless, these findings have implications for interventions to slow the spread of COVID-19 inflection.