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United States
Anaphylaxis is a severe, life-threatening allergic reaction. It can occur after vaccination, but is rare.

The CDC released a report on Jan 17th 2021 stating that:

During December 21, 2020–January 10, 2021, monitoring by the Vaccine Adverse Event Reporting System detected 10 cases of anaphylaxis after administration of a reported 4,041,396 first doses of Moderna COVID-19 vaccine (2.5 cases per million doses administered). In nine cases, onset occurred within 15 minutes of vaccination. No anaphylaxis-related deaths were reported.

The implications for public health practice:

Locations administering COVID-19 vaccines should adhere to CDC guidance, including screening recipients for contraindications and precautions, having necessary supplies and staff members available to manage anaphylaxis, implementing recommended post-vaccination observation periods, and immediately treating suspected anaphylaxis with intramuscular epinephrine injection.

— Reported By User January 23, 2021 6:40 PM