The ubiquitous availability of smartphones and smartwatches with integrated inertial measurement units (IMUs) enables straightforward capturing of human activities. For specific applications of sensor based human activity recognition (HAR), however, logistical challenges and burgeoning costs render especially the ground truth annotation of such data a difficult endeavor, resulting in limited scale and diversity of datasets. Transfer learning, i.e., leveraging publicly available labeled datasets to first learn useful representations that can then be fine-tuned using limited amounts of labeled data from a target domain, can alleviate some of the performance issues of contemporary HAR systems. Yet they can fail when the differences between source and target conditions are too large and/ or only few samples from a target application domain are available, each of which are typical challenges in real-world human activity recognition scenarios. In this paper, we present an approach for economic use of publicly available labeled HAR datasets for effective transfer learning. We introduce a novel transfer learning framework, Cross-Domain HAR, which follows the teacher-student self-training paradigm to more effectively recognize activities with very limited label information. It bridges conceptual gaps between source and target domains, including sensor locations and type of activities. Through our extensive experimental evaluation on a range of benchmark datasets, we demonstrate the effectiveness of our approach for practically relevant few shot activity recognition scenarios. We also present a detailed analysis into how the individual components of our framework affect downstream performance.