Yoga refers to traditional physical and mental disciplines originating in India. The word is associated with meditative practices in Hinduism, Buddhism and Jainism. Within Hinduism, it also refers to one of the six orthodox schools of Hindu philosophy, and to the goal toward which that school directs its practices. In Jainism yoga is the sum total of all activities—mental, verbal and physical.
Major branches of yoga in Hindu philosophy include Karma Yoga, Jnana Yoga, Bhakti Yoga, and Hatha Yoga Raja Yoga, compiled in the Yoga Sutras of Patanjali, and known simply as yoga in the context of Hindu philosophy, is part of the Samkhya tradition. Many other Hindu texts discuss aspects of yoga, including Upanishads, the Bhagavad Gita, the Hatha Yoga Pradipika, the Shiva Samhita and various Tantras.
The Sanskrit word yoga has many meanings and is derived from the Sanskrit root “yuj”, meaning “to control”, “to yoke” or “to unite.” Translations include “joining”, “uniting”, “union”, “conjunction”, and “means”. An alternate root from which the word yoga may be derived is “yujir samadhau”, which means “contemplation” or “absorption.” This translation fits better with the dualist Raja Yoga because it is through contemplation that discrimination between prakrti (nature) and purusha (pure consciousness) occurs. Outside India, the term yoga is typically associated with Hatha Yoga and its asanas (postures) or as a form of exercise. Someone who practices yoga or follows the yoga philosophy to a high level of attainment is called a yogi or yogini.
Information courtesy of http://en.wikipedia.org/wiki/Yoga