Large Language Models (LLMs) are prone to hallucination, particularly in long-form generations. A promising direction to mitigate hallucination is to teach LLMs to express uncertainty explicitly when they lack sufficient knowledge. However, existing work lacks direct and fair evaluation of LLMs' ability to express uncertainty effectively in long-form generation. To address this gap, we first introduce UNCLE, a benchmark designed to evaluate uncertainty expression in both long- and short-form question answering (QA). UNCLE spans five domains and comprises 4k long-form QA instances and over 20k short-form QA pairs. Our dataset is the first to directly bridge short- and long-form QA with paired questions and gold-standard answers. Along with the benchmark, we propose a suite of new metrics to assess the models' capabilities to selectively express uncertainty. Using UNCLE, we then demonstrate that current models fail to convey uncertainty appropriately in long-form generation. We further explore both prompt-based and training-based methods to improve models' performance, with the training-based methods yielding greater gains. Further analysis of alignment gaps between short- and long-form uncertainty expression highlights promising directions for future research using UNCLE.