In commemoration of tragedies that befell the Jews during the First Crusade, several liturgical works were written; some of these are still recited today. Among those still recited are Av Harachamim, a kina, and yotz'ros. I will deal with Av Harachamim shortly, but first would like to comment on the means of commemoration.
After the tragedy to the Jews which took place during World War II, several people wanted to establish a new day of mourning for the Jews. Indeed, they did; this is known as Yom Hashoa. However, many rabbis objected to the creation of a new day of mourning. These rabbis took their cue from the Crusades. After the Crusades, and after other tragedies, no new day of mourning was established by the Jews; rather, kinos were added to the set of kinos recited on Tish'a B'av. Indeed, the kina commemorating the First Crusade indicates that
since we may not add an occasion [to mourn] destruction and burning, . . .
instead, I will awaken my cry of woe today
(emphasis added), referring to Tish'a B'av.