Some time ago we (three DTU researchers) got in-the-ear EEG devices from the Preben Kidmose group in Aarhus. These devices are made via casting to fit the individual ears. Tiny electrodes wired to a small plug are fitted on the plastic shell. There is a hole in the shell, so sounds from the environment travels through to the ear drum.
The 4th International Workshop on Cognitive Information Processing, that took place in Copenhagen in May 2014, had a number of talks in the area of the Neuro24/7 project and a special session was funded by the project.
A summary of the talks is available at the Brede Wiki.
Briefly, Preben Kidmose and Danilo P. Mandic from the Neuro24/7 project gave an invited talk ear-EEG. Among the other EEG talks was Sebastian Weichwald’s with Decoding Index Finger Position From EEG Using Random Forests.