Public mass-shooting databases differ substantially in coverage, feature availability, and reporting practices, creating challenges for machine-learning models that must generalize across data sources. We introduce MASH-Bench, a harmonized benchmark of 6,968 incidents from four U.S. databases: Kaggle, Mother Jones, Stanford MSA, and the Gun Violence Archive (GVA). We evaluate cross-source risk classification using leave-one-dataset-out (LODO) evaluation. Random Forest, XGBoost, and LightGBM achieve VeryHigh-risk recall of 0.68-0.89 on the curated sources but generalize poorly to GVA, where mean recall drops to 0.20 and precision to 0.0004. To investigate the source of this degradation, we conduct a controlled feature-masking ablation that removes the five features unavailable in GVA from the curated sources. The resulting recall collapse to zero provides evidence that feature completeness is a major contributor to the observed cross-source failure. We further evaluate three domain-adaptation approaches: DANN, CORAL, and importance weighting. DANN improves VeryHigh-risk recall on GVA by 0.282 (95% CI [0.11, 0.47], p = 0.003), although precision remains low, whereas CORAL and importance weighting yield zero recall. Oracle prior-shift recalibration likewise fails to recover VeryHigh-risk predictions, indicating that label-side correction alone is insufficient under the observed feature deficiencies. A per-group audit further identifies substantial disparities associated with media-attributed mental-health labels. Overall, these results indicate that, in MASH-Bench, cross-source generalization is constrained more by feature completeness and label prevalence than by classifier choice. The benchmark provides a controlled setting for diagnosing these effects in cross-source risk classification.

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