We demonstrate electromagnetic quantum states of single photons and of correlated photon pairs exhibiting hybrid entanglement between spin and orbital angular momentum. These states are obtained from entangled photon pairs emitted by spontaneous parametric down conversion, by employing a $q$-plate for coupling the spin and orbital degrees of freedom of a photon. Entanglement and contextual quantum behavior (that is also non-local, in the case of photon pairs) is demonstrated by the reported violation of the Clauser-Horne-Shimony-Holt inequality. In addition a classical analog of the hybrid spin-orbit photonic entanglement is reported and discussed.