A trigger warning is used to warn people about potentially disturbing content. We introduce trigger warning assignment as a multi-label classification task, create the Webis Trigger Warning Corpus 2022, and with it the first dataset of 1 million fanfiction works from Archive of our Own with up to 36 different warnings per document. To provide a reliable catalog of trigger warnings, we organized 41 million of free-form tags assigned by fanfiction authors into the first comprehensive taxonomy of trigger warnings by mapping them to the 36 institutionally recommended warnings. To determine the best operationalization of trigger warnings, we explore state-of-the-art multi-label models, examining the trade-off between assigning coarse- and fine-grained warnings, open- and closed-set classification, document length, and label confidence. Our models achieve micro-F1 scores of about 0.5, which reveals the difficulty of the task. Tailored representations, long input sequences, and a higher recall on rare warnings would help.