Extreme Risk Protection Order Act of 2019 This bill addresses extreme risk protection order laws. Extreme risk protection order laws, or red flag laws, generally allow certain individuals (e.g., law enforcement officers or family members) to petition a court for a temporary order that prohibits an at-risk individual from purchasing and possessing firearms. First, the bill establishes a grant program to help states and Indian tribes implement extreme risk protection order laws and carry out related activities. Local governments and other entities may also receive grants to carry out certain activities, such as raising public awareness of extreme risk protection order laws. Further, grant recipients must use a specified portion of funds to provide training for law enforcement. In addition, the bill expands the categories of persons who are prohibited from receiving, possessing, shipping, or transporting a firearm or ammunition to include persons who are subject to an extreme risk protection order.