This work aims to classify physiological states using heart rate variability (HRV) features extracted from electrocardiograms recorded in the ears (ear-ECG). The physiological states considered in this work are: (a) normal breathing, (b) controlled slow breathing, and (c) mental exercises. Since both (b) and (c) cause higher variance in heartbeat intervals, breathing-related features (SpO2 and mean breathing interval) from the ear Photoplethysmogram (ear-PPG) are used to facilitate classification. This work: 1) proposes a scheme that, after initialization, automatically extracts R-peaks from low signal-to-noise ratio ear-ECG; 2) verifies the feasibility of extracting meaningful HRV features from ear-ECG; 3) quantitatively compares several ear-ECG sites; and 4) discusses the benefits of combining ear-ECG and ear-PPG features.