Integrating online and offline data is critical for uncovering the interdependence between policy and public emotional and behavioral responses in order to aid the development of effective spatially targeted interventions during crises. As the COVID-19 pandemic began to sweep across the US it elicited a wide spectrum of responses, both online and offline, across the population. Here, we analyze around 13 million geotagged tweets in 49 cities across the US from the first few months of the pandemic to assess regional dependence in online sentiments with respect to a few major COVID-19 related topics, and how these sentiments correlate with policy development and human mobility. In this study, we observe universal trends in overall and topic-based sentiments across cities over the time period studied. We also find that this online geolocalized emotion is significantly impacted by key COVID-19 policy events. However, there is significant variation in the emotional responses to these policies across the cities studied. Online emotional responses are also found to be a good indicator for predicting offline local mobility, while the correlations between these emotional responses and local cases and deaths are relatively weak. Our findings point to a feedback loop between policy development, public emotional responses, and local mobility, as well as provide new insights for integrating online and offline data for crisis management.