Javascript Object : instance variable scope

I wonder if someone can help me. Coming from a Java, C++ background I am trying to write a neat OO implementation in Javascript. I am using the following pattern with Socket.io.

In the listen function, the instance variables are properly defined on the first alert. The x instance variable goes out of scope in the socket.on event listener and both instance variables go out of scope in the JQuery $.each

Can someone explain what is going on here ?

var Player = (function () {

this.x  = "";

//Constructor
var Player = function() {
    // connect to the server
    this.x = "somevalue";
    this.socket  = io.connect();

};


Player.prototype = {
    constructor: Player,
    listen: function() {
     alert(this.x + " " + this.socket);           // fine get somevalue & [object, object]
     this.socket.on('event', function(data) {
        alert(this.x + " " + this.socket);        // this.x undefined this.socket [object, object]
        $.each(data, function(index,value) { 
           alert(this.x + " " + this.socket);     // undefined undefined  
        });
     });  
    }

return Player;
})();