We show that several families of classical orthogonal polynomials on the real line are also orthogonal on the interior of an ellipse in the complex plane, subject to a weighted planar Lebesgue measure. In particular these include Gegenbauer polynomials $C_n^{(1+α)}(z)$ for $α>-1$ containing the Legendre polynomials $P_n(z)$, and the subset $P_n^{(α+\frac12,\pm\frac12)}(z)$ of the Jacobi polynomials. These polynomials provide an orthonormal basis and the corresponding weighted Bergman space forms a complete metric space. This leads to a certain family of Selberg integrals in the complex plane. We recover the known orthogonality of Chebyshev polynomials of first up to fourth kind. The limit $α\to\infty$ leads back to the known Hermite polynomials orthogonal in the entire complex plane. When the ellipse degenerates to a circle we obtain the weight function and monomials known from the determinantal point process of the ensemble of truncated unitary random matrices.