Compared to standard laboratory protocols, the measurement of psychophysiological signals in real world experiments poses technical and methodological challenges due to external factors that cannot be directly controlled. To address this problem, we propose a hybrid approach based on an immersive and human accessible space called the eXperience Induction Machine (XIM), that incorporates the advantages of a laboratory within a life-like setting. The XIM integrates unobtrusive wearable sensors for the acquisition of psychophysiological signals suitable for ambulatory emotion research. In this paper, we present results from two different studies conducted to validate the XIM as a general-purpose sensing infrastructure for the study of human affective states under ecologically valid conditions. In the first investigation, we recorded and classified signals from subjects exposed to pictorial stimuli corresponding to a range of arousal levels, while they were free to walk and gesticulate. In the second study, we designed an experiment that follows the classical conditioning paradigm, a well-known procedure in the behavioral sciences, with the additional feature that participants were free to move in the physical space, as opposed to similar studies measuring physiological signals in constrained laboratory settings. Our results indicate that, by using our sensing infrastructure, it is indeed possible to infer human event-elicited affective states through measurements of psychophysiological signals under ecological conditions.