Recording EEG in naturalistic environments as opposed to the traditional, highly controlled laboratory environments has been increasingly investigated with the introduction of small and mobile EEG systems. A clear advantage for truly mobile EEG systems is that they do not require additional hardware for signal acquisition and stimulus presentation, but are able to operate smoothly on high-end smartphones. We will review some early studies demonstrating that it is possible to require high quality EEG data from subjects moving freely around, and investigate the impact of movement and increased attention due to a complex environment on brain responses. The critical issue before introducing EEG routinely in large studies then becomes the electrode, as an ideal EEG electrode would allow convenient and fast application, as well as to be placed on concealed recordings places on the head. We will demonstrate that a newly introduced cEEGrid electrode fulfils these requirements and allows to monitor auditory attention reliably over long amounts of time. From a signal processing point of view, newly developed decoding strategies based on data-drive tensor decompositions will be presented and it will be shown that they offer clear advantages as compared to the traditional supervised decoding strategies.