In this work, we developed llama-derived nanobodies (Nbs) directed to the receptor binding domain (RBD) and other domains of the Spike (S) protein of SARS-CoV-2. Nanobodies were selected after the biopanning of two Nb-libraries, one of which was generated after the immunization of a llama (lama glama) with the bovine coronavirus (BCoV) Mebus, and another with the full-length pre-fused locked S protein (S-2P) and the RBD from the SARS-CoV-2 Wuhan strain (WT). Most of the neutralizing Nbs selected with either RBD or S-2P from SARS-CoV-2 were directed to RBD and were able to block S2P/ACE2 interaction. Three Nbs recognized the N-terminal domain (NTD) of the S-2P protein as measured by competition with biliverdin, while some non-neutralizing Nbs recognize epitopes in the S2 domain. One Nb from the BCoV immune library was directed to RBD but was non-neutralizing. Intranasal administration of Nbs induced protection ranging from 40% to 80% against COVID-19 death in k18-hACE2 mice challenged with the WT strain. Interestingly, protection was not only associated with a significant reduction of virus replication in nasal turbinates and lungs, but also with a reduction of virus load in the brain. Employing pseudovirus neutralization assays, we were able to identify Nbs with neutralizing capacity against the Alpha, Beta, Delta and Omicron variants. Furthermore, cocktails of different Nbs performed better than individual Nbs to neutralize two Omicron variants (B.1.529 and BA.2). Altogether, the data suggest these Nbs can potentially be used as a cocktail for intranasal treatment to prevent or treat COVID-19 encephalitis, or modified for prophylactic administration to fight this disease.