Good question.
Romanticism is the 19th century reaction to Neoclassicism, adding a freedom of color and expression. The broken color will influence the Impressionists.
One of my favorite comparisons: Odalisques (Harem women) by the Neoclassical Ingres and the Romantic Delacroix. Also a quite abstract work of the Burning of the Houses of Parliament by Turner, who took Romanticism as far toward abstraction as it could go back then.
Expressionism is a more extreme 20th century movement. Yes, it does express emotion through color and loose brushstrokes.
The Street by Kirchner, and two by Kandinsky: one an early one and one much later and quite non-objective (with no basis in the real world at all). You can see that the use of color and shape is more extreme than the earlier Romanticism.