(Sanskrit = union)
The Hindu, Buddhist, etc. technique of using meditation, posture, and breath control to achieve enlightenment.
1. "In Hindu religious philosophy, Union with the Supreme Spirit; a system of ascetic practice, abstract meditation, and mental concentration, used as a method of attaining this; now a widespread cult in many countries outside India." (OED)
2. Some claim that Yoga was initially a form of vedic penance (i.e. tapah), where you suffer to improve your relationship with the gods.
It then evolved to a practice used to improve karma and achieve transcendence. Now in the USA it has become focused into a health and body-shaping exercize.